DOI10.1214/ECP.v19-2833zbMath1301.60035arXiv1305.6747OpenAlexW2037222021MaRDI QIDQ457816
Thomas G. Kurtz
Publication date: 29 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.6747
Yamada-Watanabe results for stochastic differential equations with jumps,
A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria,
Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games,
Well-posedness and propagation of chaos for McKean-Vlasov equations with jumps and locally Lipschitz coefficients,
\(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps,
Particle representations for stochastic partial differential equations with boundary conditions,
Mean field games of timing and models for bank runs,
The seed bank coalescent with simultaneous switching,
Strong existence and uniqueness for stable stochastic differential equations with distributional drift,
Limit Theory for Controlled McKean--Vlasov Dynamics,
An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix,
Gaussian fluctuations for interacting particle systems with singular kernels,
Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type,
Particle systems with coordination,
Noise effects in some stochastic evolution equations: global existence and dependence on initial data,
Superposition and mimicking theorems for conditional McKean-Vlasov equations,
On the existence of weak solutions to stochastic Volterra equations,
Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle,
Probabilistic representations of fragmentation equations,
All adapted topologies are equal,
On Λ-Fleming–Viot processes with general frequency-dependent selection,
Infinite dimensional affine processes,
Uniqueness for contagious McKean–Vlasov systems in the weak feedback regime,
Causal transport plans and their Monge–Kantorovich problems,
Mean field interaction on random graphs with dynamically changing multi-color edges,
New characterizations of the \(S\) topology on the Skorokhod space,
Existence and uniqueness of reflecting diffusions in cusps,
Stability and prevalence of Mckean-Vlasov stochastic differential equations with non-Lipschitz coefficients,
Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure,
Weak existence and uniqueness for McKean-Vlasov SDEs with common noise,
Well-posedness of distribution dependent SDEs with singular drifts,
Stability of McKean–Vlasov stochastic differential equations and applications,
The spatial Lambda-Fleming-Viot process with fluctuating selection,
Distribution dependent stochastic differential equations,
Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization,
Uniqueness of the nonlinear Schrödinger equation driven by jump processes,
A weak solution theory for stochastic Volterra equations of convolution type,
Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion,
Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations,
On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations,
The dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations,
McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations
