Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations

DOI10.1090/tpms/1135zbMath1482.60079arXiv1603.02212OpenAlexW3167905296WikidataQ113822492 ScholiaQ113822492MaRDI QIDQ5003656

Alexander Yu. Veretennikov, Yuliya S. Mishura

Publication date: 22 July 2021

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.02212

zbMATH Keywords

weak and strong uniquenessrelaxed regularity conditionsstochastic Itô-McKean-Vlasov equationweak and strong existence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17) Distribution theory (60E99)

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