Interacting particle systems is a growing field of probability theory that is devoted to the rigorous analysis of certain types of models involving a large number of interrelated components. These models arise in statistical physics, biology, economics, and other fields. In this dissertation we aim at studying systems of interacting particles using stochastic differential equations. In particular we are interested in the limit when the number n of particles is sent to infinity. This study will lead us to introduce and study the so-called McKean-Vlasov equation.
Interacting particle systems is a growing field of probability theory that is devoted to the rigorous analysis of certain types of models involving a large number of interrelated components. These models arise in statistical physics, biology, economics, and other fields. In this dissertation we aim at studying systems of interacting particles using stochastic differential equations. In particular we are interested in the limit when the number n of particles is sent to infinity. This study will lead us to introduce and study the so-called McKean-Vlasov equation.
Introduction to Interacting Diffusions
PINCIROLI, SARA
2023/2024
Abstract
Interacting particle systems is a growing field of probability theory that is devoted to the rigorous analysis of certain types of models involving a large number of interrelated components. These models arise in statistical physics, biology, economics, and other fields. In this dissertation we aim at studying systems of interacting particles using stochastic differential equations. In particular we are interested in the limit when the number n of particles is sent to infinity. This study will lead us to introduce and study the so-called McKean-Vlasov equation.File | Dimensione | Formato | |
---|---|---|---|
Master_Thesis_1_Pinciroli_PDFa.pdf
accesso aperto
Dimensione
768.19 kB
Formato
Adobe PDF
|
768.19 kB | Adobe PDF | Visualizza/Apri |
È consentito all'utente scaricare e condividere i documenti disponibili a testo pieno in UNITESI UNIPV nel rispetto della licenza Creative Commons del tipo CC BY NC ND.
Per maggiori informazioni e per verifiche sull'eventuale disponibilità del file scrivere a: unitesi@unipv.it.
https://hdl.handle.net/20.500.14239/28405