Stability of McKean–Vlasov stochastic differential equations and applications (Q4959708)
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scientific article; zbMATH DE number 7186898
Language | Label | Description | Also known as |
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English | Stability of McKean–Vlasov stochastic differential equations and applications |
scientific article; zbMATH DE number 7186898 |
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Stability of McKean–Vlasov stochastic differential equations and applications (English)
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7 April 2020
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Mckean-Vlasov stochastic differential equation
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stability
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martingale measure
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Wasserstein metric
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existence
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mean-field control
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relaxed control
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