Approximation of solutions of mean-field stochastic differential equations

DOI10.1142/S0219493721500039zbMATH Open1464.60060OpenAlexW3010994437MaRDI QIDQ4965636FDOQ4965636

Authors: Oussama El Barrimi, Youssef Ouknine 

Publication date: 9 March 2021

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493721500039

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zbMATH Keywords

stabilitymean-field stochastic differential equationspathwise uniqueness

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited In (3)

• Approximation of stochastic equations driven by predictable processes
• Approximation of the solution to the parabolic equation driven by stochastic measure
• Title not available (Why is that?)

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