Weak existence and uniqueness for McKean-Vlasov SDEs with common noise
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Publication:2039407
DOI10.1214/20-AOP1454MaRDI QIDQ2039407
Lukasz Szpruch, David Šiška, William R. P. Hammersley
Publication date: 2 July 2021
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.00955
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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