On a class of McKean-Vlasov stochastic functional differential equations with applications

DOI10.1016/J.JDE.2023.06.022MaRDI QIDQ6166334zbMATHFDO

Authors Fuke Wu, Fubao Xi, Chao Zhu

Publication date 2 August 2023

Published in Journal of Differential Equations (Search for Journal in Brave)

zbMATH Keywords

Wasserstein distancepantograph equationpropagation of chaosMcKean-Vlasov stochastic functional differential equation

Mathematics Subject Classification ID

Applications of game theory (91A80) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) General theory of functional-differential equations (34K05)

Recommendations

• Stationary distribution of mean-field stochastic functional differential equations with jumps
• Stability of McKean-Vlasov stochastic differential equations and applications
• McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion
• Path independence of the additive functionals for Mckean-Vlasov stochastic differential equations with jumps
• Well-posedness and tamed schemes for McKean-Vlasov equations with common noise

Cites work

• scientific article; zbMATH DE number 4211245 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 3486256 (Why is no real title available?)
• scientific article; zbMATH DE number 1546853 (Why is no real title available?)
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
• A certain class of diffusion processes associated with nonlinear parabolic equations
• An explicit formula for the Skorokhod map on \([0,a]\)
• Distribution dependent SDEs for Landau type equations
• Dynamics of two delay coupled van der Pol oscillators
• Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients
• Exact and discretized stability of the pantograph equation
• Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
• Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications
• Long memory in a linear stochastic Volterra differential equation
• Mean field games
• On the generalized pantograph functional-differential equation
• Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
• Stochastic Differential Equations with Markovian Switching
• Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
• The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups

Cited in

(6)

• Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes
• Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
• A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and L\`evy process and controlled by L\`evy measure
• McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
• A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps
• A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation

This page was built for publication: On a class of McKean-Vlasov stochastic functional differential equations with applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6166334)