Wong-Zakai approximations and support theorems for stochastic McKean-Vlasov equations

DOI10.1515/FORUM-2021-0111OpenAlexW4293443585WikidataQ113741119 ScholiaQ113741119MaRDI QIDQ2093081

Jiayin Gong, Jie Xu

Publication date: 4 November 2022

Published in: Forum Mathematicum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/forum-2021-0111

zbMATH Keywords

support theoremWong-Zakai approximationstochastic McKean-Vlasov equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (1)

SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain
• On approximate continuity and the support of reflected stochastic differential equations
• Wong-Zakai approximations of backward doubly stochastic differential equations
• On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem
• Support of the solution of a stochastic differential equation
• Approximation and support theorem for a wave equation in two space dimensions
• Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
• Smoothing properties of McKean-Vlasov SDEs
• Wong-zakai approximation and support theorem for SPDEs with locally monotone coefficients
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
• Large deviations of mean-field stochastic differential equations with jumps
• Limit Theorems for Stochastic Differential Equations with Discontinuous Coefficients
• Stochastic Two-Dimensional Hydrodynamical Systems: Wong-Zakai Approximation and Support Theorem
• On Yosida Approximations of McKean–Vlasov Type Stochastic Evolution Equations
• On the Convergence of Ordinary Integrals to Stochastic Integrals
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

This page was built for publication: Wong-Zakai approximations and support theorems for stochastic McKean-Vlasov equations