A general conditional McKean-Vlasov stochastic differential equation
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Publication:6104018
DOI10.1214/22-aap1858zbMath1525.60070arXiv2108.03425MaRDI QIDQ6104018
Juan Li, Rainer Buckdahn, Jin Ma
Publication date: 5 June 2023
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.03425
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E20: Optimal stochastic control
60G57: Random measures
35R60: PDEs with randomness, stochastic partial differential equations
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