Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs (Q1994897): Difference between revisions

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Property / DOI: 10.1016/j.spa.2020.10.002 / rank
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Property / author: Li-Bo Li / rank
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Property / author: Li-Bo Li / rank
 
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Latest revision as of 17:10, 16 December 2024

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Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs
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    Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs (English)
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    18 February 2021
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    McKean-Vlasov SDEs
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    Lévy driven SDEs
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    strong uniqueness
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    propagation of chaos
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