Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion
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Publication:6107311
DOI10.3934/dcdss.2023021zbMath1515.60193arXiv2207.04274OpenAlexW4321123567MaRDI QIDQ6107311
Publication date: 3 July 2023
Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.04274
propagation of chaosHölder continuous diffusionYamada-Watanabe approximationpath dependent McKean-Vlasov SDE
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic particle methods (65C35)
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