On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient
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Publication:5038290
DOI10.1007/978-3-030-22285-7_2zbMath1498.60199arXiv1809.01742OpenAlexW2970321257MaRDI QIDQ5038290
Mireille Bossy, Jean-François Jabir
Publication date: 30 September 2022
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.01742
Related Items (4)
Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type ⋮ Parameter estimation of discretely observed interacting particle systems ⋮ Inverting the Markovian projection, with an application to local stochastic volatility models ⋮ Weak existence and uniqueness for McKean-Vlasov SDEs with common noise
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