Approximation of solutions of mean-field stochastic differential equations

DOI10.1142/S0219493721500039MaRDI QIDQ4965636zbMATHOpenAlexFDO

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

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

(5)

• Approximation of the solution to the parabolic equation driven by stochastic measure
• Weak solutions of mean-field stochastic differential equations and application to zero-sum stochastic differential games
• Weak solutions of mean-field stochastic differential equations
• Approximation of stochastic equations driven by predictable processes
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