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math.PR2017
McKean-Vlasov limit for interacting systems with simultaneous jumps
Luisa Andreis, Paolo Dai Pra, Markus Fischer
Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for mean-field systems of interacting diffusions with simultaneous jumps. We prove…
math.PR2017
Probabilistic approach to finite state mean field games
Alekos Cecchin, Markus Fischer
We study mean field games and corresponding -player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As oppo…