Superprocesses and McKean-Vlasov equations with creation of mass
Report Number
428
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.
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