Approximation of solutions of mean-field stochastic differential equations

DOI10.1142/S0219493721500039MaRDI QIDQ4965636zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

mean-field stochastic differential equationspathwise uniquenessstability

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

(5)

• Approximation of stochastic equations driven by predictable processes
• Weak solutions of mean-field stochastic differential equations
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• scientific article; zbMATH DE number 1868912 (Why is no real title available?)
• Approximation of the solution to the parabolic equation driven by stochastic measure

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