Superprocesses and McKean-Vlasov equations with creation of mass

Superprocesses and McKean-Vlasov equations with creation of mass

Report Number
428
Authors
L. Overbeck
Citation
Annals of Probability 25, pages 855-900 (1997)
Abstract

Weak solutions of McKean-Vlasov equations with creation of mass are given in terms of superprocesses. The solutions can be approximated by a sequence of non-interacting superprocesses or by the mean-field of multitype superprocesses with mean-field interaction. The latter approximation is associated with a propagation of chaos statement for weakly interacting multitype superprocesses.

PDF File
Postscript File