Stability of McKean–Vlasov stochastic differential equations and applications
DOI10.1142/S0219493720500070zbMath1465.60047arXiv1902.03478OpenAlexW2962735323MaRDI QIDQ4959708
Brahim Mezerdi, Khaled Bahlali, Mohamed Amine Mezerdi
Publication date: 7 April 2020
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.03478
stabilityexistenceWasserstein metricmartingale measurerelaxed controlmean-field controlMckean-Vlasov stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of optimal control and differential games (49N90) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (9)
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