2 papers
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…