Image de couverture de livre

Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Kalinin, Alexander, Meyer-Brandis, Thilo, Proske, Frank
Format:	Preprint
Publié:	2021
Sujets:	Probability 60H20, 60H30, 60F25, 37H30, 45M10
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs in arbitrary moments
par: Kalinin, Alexander, et autres
Publié: (2022)

On McKean-Vlasov SDEs with polynomial drifts for SIS epidemic models
par: Kalinin, Alexander, et autres
Publié: (2026)

Random Attractors for McKean-Vlasov SDEs
par: Cheng, Mengyu, et autres
Publié: (2025)

A McKean--Vlasov equation with positive feedback and blow-ups
par: Hambly, Ben, et autres
Publié: (2018)

Mean-square Stability and Bifurcations for Dissipative SDEs
par: Kelly, C., et autres
Publié: (2026)

On the existence, uniqueness and stability of solutions of SDEs with state-dependent variable exponent
par: Avci, Mustafa
Publié: (2025)

Integrability properties and stochastic McKean-Vlasov dynamics with singular Lennard-Jones drift: a mesoscale regularization
par: Greco, Ernesto M., et autres
Publié: (2026)

On the stability of the invariant probability measures of McKean-Vlasov equations
par: Cormier, Quentin
Publié: (2022)

Killed path-dependent McKean-Vlasov SDEs for a probabilistic representation of non-conservative McKean PDEs
par: Morale, Daniela, et autres
Publié: (2025)

Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity
par: Hambly, Ben, et autres
Publié: (2023)

Stochastic Volterra equations with random functional coefficients in Banach spaces
par: Kalinin, Alexander
Publié: (2026)

Emergence of regularity for limit points of McKean-Vlasov particle systems
par: Crowell, Robert Alexander
Publié: (2024)

Rough backward SDEs with discontinuous Young drivers
par: Becherer, Dirk, et autres
Publié: (2025)

On well-posedness of stable-driven McKean-Vlasov stochastic differential equations with Besov interaction kernel of non-positive regularity
par: Bahrii, Anna
Publié: (2025)

Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
par: Lucertini, Giacomo, et autres
Publié: (2024)

Ergodic control of McKean-Vlasov systems on the Wasserstein space
par: Fuhrman, Marco, et autres
Publié: (2025)

Contagious McKean--Vlasov problems with common noise: from smooth to singular feedback through hitting times
par: Hambly, Ben, et autres
Publié: (2023)

Density Analysis for coupled forward-backward SDEs with non-Lipschitz drifts and Applications
par: Pellat, Rhoss Likibi, et autres
Publié: (2023)

Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
par: Guo, Yujia, et autres
Publié: (2025)

The multiplicative ergodic theorem for McKean-Vlasov SDEs
par: Cheng, Xianjin, et autres
Publié: (2024)

On the density of singular SDEs with fractional noise and applications to McKean-Vlasov equations
par: Anzeletti, Lukas, et autres
Publié: (2025)

Connecting Orbits in Cooperative McKean-Vlasov SDEs
par: Liu, Chunlin, et autres
Publié: (2024)

Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
par: Leobacher, Gunther, et autres
Publié: (2020)

Polynomial McKean-Vlasov SDEs
par: Cuchiero, Christa, et autres
Publié: (2025)

$\mathbb{L}^p$ $(p>1)$-solutions for BSDEs with jumps and stochastic monotone generator
par: Elmansouri, Badr, et autres
Publié: (2025)

Nonlinear weak error expansion of McKean-Vlasov stochastic differential equations
par: Jourdain, Benjamin, et autres
Publié: (2025)

Entropy Estimate for Degenerate SDEs with Applications to Nonlinear Kinetic Fokker-Planck Equations
par: Qian, Zhongmin, et autres
Publié: (2023)

$\mathbb{L}^p$-solutions $(1 <p< 2)$ for reflected BSDEs with general jumps and stochastic monotone generators
par: Elmansouri, Badr, et autres
Publié: (2025)

$\mathbb{L}^p$-solutions for BSDEs and Reflected BSDEs with jumps in a general filtration under stochastic Lipschitz coefficient
par: Elmansouri, Badr
Publié: (2025)

Strong solutions of mean-field FBSDEs and their applications to multi-population mean-field games
par: Nam, Kihun, et autres
Publié: (2024)

Strong solutions of fractional Brownian sheet driven SDEs with integrable drift
par: Bogso, Antoine-Marie, et autres
Publié: (2023)

On strong solution of a multidimensional SDE: extension of Yamada -- Watanabe's theorem
par: Lyappieva, A. A., et autres
Publié: (2025)

At the Mercy of the Common Noise: Blow-ups in a Conditional McKean--Vlasov Problem
par: Ledger, Sean, et autres
Publié: (2018)

A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
par: Guo, Yujia, et autres
Publié: (2024)

A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries
par: Coghi, Michele, et autres
Publié: (2021)

A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
par: Spille, Johan Benedikt, et autres
Publié: (2026)

Stability for multivalued McKean-Vlasov stochastic differential equations
par: Qiao, Huijie, et autres
Publié: (2021)

The Yamada-Watanabe Theorem for mild solutions to stochastic partial differential equations
par: Tappe, Stefan
Publié: (2019)

Entrance measures and dynamics for time-inhomogeneous McKean-Vlasov stochastic differential equations
par: Feng, Chunrong, et autres
Publié: (2026)

Empirical approximation to invariant measures of non-degenerate McKean-Vlasov dynamics
par: Cao, Wenjing, et autres
Publié: (2023)