On a class of McKean-Vlasov stochastic functional differential equations with applications
DOI10.1016/J.JDE.2023.06.022zbMATH Open1517.60069MaRDI QIDQ6166334FDOQ6166334
Publication date: 2 August 2023
Published in: Journal of Differential Equations (Search for Journal in Brave)
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Wasserstein distancepantograph equationpropagation of chaosMcKean-Vlasov stochastic functional differential equation
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)
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Cited In (6)
- Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes
- 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
- A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and L\`evy process and controlled by L\`evy measure
- Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
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