Mean-field SDEs with jumps and nonlocal integral-PDEs

DOI10.1007/S00030-016-0366-1zbMath1337.60121OpenAlexW2324132765MaRDI QIDQ282616

Juan Li, Tao Hao

Publication date: 12 May 2016

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00030-016-0366-1

zbMATH Keywords

jumpsvalue functionintegral-PDEMcKean-Vlasov equationmean-field stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Vlasov equations (35Q83) Integro-partial differential equations (35R09)

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