2020 (v1)
Journal article
We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean–Vlasov equation depending on ε, the scaling parameter separating the time scale of the slow variable from the time scale of the fast variable. Its atypical behavior is encapsulated in a large N...
Uploaded on: December 4, 2022