McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion

DOI10.1016/j.jmaa.2023.127336zbMath1522.60052OpenAlexW4366526122MaRDI QIDQ6111103

Zhi Li, Litan Yan, Li-Ping Xu

Publication date: 6 July 2023

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2023.127336

zbMATH Keywords

stabilityimpulsive equationsMcKean-Vlasov stochastic differential equationstime-changed Brownian motionsexistence and uniqueness of the solutiontime-changed Gronwall-like inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic stability in control theory (93E15)

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