Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces

DOI10.1214/20-EJP562zbMath1470.60135arXiv1908.08080OpenAlexW3113980406MaRDI QIDQ2042641

Martin Larsson, Sara Svaluto-Ferro

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.08080

zbMATH Keywords

martingale problempositive maximum principleMcKean-Vlasov equationsWasserstein spacesprobability measure valued processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Random measures (60G57) Jump processes on general state spaces (60J76)

Related Items (2)

Superposition and mimicking theorems for conditional McKean-Vlasov equations ⋮ Infinite-dimensional polynomial processes

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