Stability of McKean–Vlasov stochastic differential equations and applications (Q4959708)

From MaRDI portal
scientific article; zbMATH DE number 7186898
Language Label Description Also known as
English
Stability of McKean–Vlasov stochastic differential equations and applications
scientific article; zbMATH DE number 7186898

    Statements

    Stability of McKean–Vlasov stochastic differential equations and applications (English)
    0 references
    0 references
    0 references
    0 references
    7 April 2020
    0 references
    Mckean-Vlasov stochastic differential equation
    0 references
    stability
    0 references
    martingale measure
    0 references
    Wasserstein metric
    0 references
    existence
    0 references
    mean-field control
    0 references
    relaxed control
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references