Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations

DOI10.1016/j.spl.2018.10.001zbMath1406.60101OpenAlexW2896749438MaRDI QIDQ1726800

Ruimin Xu, Zhen Wu

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.10.001

zbMATH Keywords

stochastic flowMcKean-Vlasov SDEsmean-field BSDEsMcKean-Vlasov PDEsSobolev solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Vlasov equations (35Q83)

Related Items (1)

Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain

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