Markus Fischer

activity

20062023

most citedLarge deviation properties of weakly interacting processes via weak convergence methods

107 citations · 285 across the 15 of their papers we have counts for

collaborators

Showing 2014 · math.PRShow all

3 papers · 2 filters

math.PR2014

Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes

Amarjit Budhiraja, Paul Dupuis, Markus Fischer +1

The focus of this work is on local stability of a class of nonlinear ordinary differential equations (ODE) that describe limits of empirical measures associated with finite-state w…

math.PR2014

Limits of relative entropies associated with weakly interacting particle systems

Amarjit Budhiraja, Paul Dupuis, Markus Fischer +1

The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such sca…

math.PR2014★ 107 cited

On the connection between symmetric $N$ -player games and mean field games

Markus Fischer

Mean field games are limit models for symmetric $N$ -player games with interaction of mean field type as $N \to \infty$ . The limit relation is often understood in the sense that a sol…

Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes

Limits of relative entropies associated with weakly interacting particle systems

On the connection between symmetric N-player games and mean field games

On the connection between symmetric $N$ -player games and mean field games