N. Kolliopoulos

activity

20172026

most citedPropagation of chaos for maxima of particle systems with mean-field drift interaction

2 citations · 3 across the 4 of their papers we have counts for

collaborators

Showing 2024 · math.PRShow all

2 papers · 2 filters

math.PR2024

On the Mean-Field limit of diffusive games through the master equation: $L^{\infty}$ estimates and extreme value behavior

Erhan Bayraktar, Nikolaos Kolliopoulos

We consider an $N$ -player game where the states of the players evolve with time as Stochastic Differential Equations (SDEs) with interaction only in the drift terms. Each player co…

math.PR2024

Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises

Nikolaos Kolliopoulos, David Sanchez, Amy Xiao

We study the $N \to \infty$ limit of the normalized largest component in some systems of $N$ diffusive particles with mean-field interaction. By applying a universal time change, t…

On the Mean-Field limit of diffusive games through the master equation: L∞ estimates and extreme value behavior

Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises

On the Mean-Field limit of diffusive games through the master equation: $L^{\infty}$ estimates and extreme value behavior