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math.PR2024
On the Mean-Field limit of diffusive games through the master equation: estimates and extreme value behavior
Erhan Bayraktar, Nikolaos Kolliopoulos
We consider an -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 limit of the normalized largest component in some systems of diffusive particles with mean-field interaction. By applying a universal time change, t…