Copertina

Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Jarni, Imane, Missaoui, Badr, Ouknine, Youssef
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Multidimensional McKean-Vlasov SDEs with mean reflection: well-posedness and existence of optimal control
di: Jarni, Imane, et al.
Pubblicazione: (2025)

Mean Field Games with Reflected Dynamics
di: Jarni, Imane, et al.
Pubblicazione: (2025)

Multivalued backward stochastic differential equations with jumps and moving boundary
di: Elmansouri, Badr, et al.
Pubblicazione: (2025)

Mean reflected Mckean-Vlasov stochastic differential equation
di: Hong, Shaopeng, et al.
Pubblicazione: (2023)

Optimal control problem for reflected stochastic differential equation: existence
di: Laayoun, Ayoub, et al.
Pubblicazione: (2025)

Mean Field Games with Reflected Dynamics: Penalization and Relaxed Control Approach
di: Laayoun, Ayoub, et al.
Pubblicazione: (2026)

Well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations
di: Ma, Ying, et al.
Pubblicazione: (2025)

Integration by Parts Formulas of Mckean-Vlasov SDEs with Jumps and Some Applications
di: Chen, Yao, et al.
Pubblicazione: (2026)

On Malliavin differentiability and absolute continuity of one-dimensional doubly perturbed diffusion processes
di: Belfadli, Rachid, et al.
Pubblicazione: (2025)

Large Deviation Principle for Neutral Type Mckean-Vlasov Stochastic Differential Equations
di: Wang, Zhaohang, et al.
Pubblicazione: (2025)

Ergodicity of stochastic functional differential equation with jumps and finite delay
di: Ye, Mingkun, et al.
Pubblicazione: (2026)

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

Szego Theorem for Operator Orthogonal Polynomials
di: Missaoui, Badr, et al.
Pubblicazione: (2023)

Reflected stochastic partial differential equations with fully local monotone coefficients in infinite dimensional domains
di: Li, Qi, et al.
Pubblicazione: (2026)

Limit theorems of stochastic differential equations with jumps
di: Qiao, Huijie
Pubblicazione: (2020)

Particle approximation for a conditional McKean--Vlasov stochastic differential equation
di: Du, Kai, et al.
Pubblicazione: (2024)

Time fractional stochastic differential equations driven by pure jump Lévy noise
di: Wu, Peixue, et al.
Pubblicazione: (2020)

Weak irreducibility of stochastic delay differential equation driven by pure jump noise
di: Yang, Hao, et al.
Pubblicazione: (2025)

Stability for multivalued McKean-Vlasov stochastic differential equations
di: Qiao, Huijie, et al.
Pubblicazione: (2021)

Explicit numerical approximations for McKean-Vlasov stochastic differential equations in finite and infinite time
di: Cui, Yuanping, et al.
Pubblicazione: (2024)

Reflected backward stochastic differential equations with rough drivers
di: Li, Hanwu, et al.
Pubblicazione: (2024)

The random periodic solutions for McKean-Vlasov stochastic differential equations
di: Bao, Jianhai, et al.
Pubblicazione: (2024)

Method of Successive Approximations for Stochastic Optimal Control: Contractivity and Convergence
di: Taoufik, Safouane, et al.
Pubblicazione: (2024)

The Euler-Maruyama method for invariant measures of McKean-Vlasov stochastic differential equations
di: Wang, Zhen, et al.
Pubblicazione: (2026)

The invariant measure of nonlinear McKean-Vlasov stochastic differential equations with common noise
di: Chen, Xing, et al.
Pubblicazione: (2025)

Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
di: Shi, Chungang
Pubblicazione: (2024)

Existence of Solutions for Multivalued Mckean-Vlasov SDEs with Non-Lipschitz Coefficients Driven by Jump Processes
di: Cheng, Lingyan, et al.
Pubblicazione: (2025)

The LDP of McKean-Vlasov stochastic differential equations with Hölder continuous conditions and integrable conditions
di: Wu, Hao, et al.
Pubblicazione: (2025)

Efficient estimation of jump parameters for stochastic differential equations driven by L{é}vy processes
di: Bayraktar, Elise, et al.
Pubblicazione: (2025)

Small noise asymptotic behaviors for path-dependent multivalued McKean-Vlasov stochastic differential equations
di: Ma, Ying, et al.
Pubblicazione: (2026)

Multilevel Picard approximations for McKean-Vlasov stochastic differential equations with nonconstant diffusion
di: Neufeld, Ariel, et al.
Pubblicazione: (2025)

Intrinsic regularization by noise for $1d$ mean field games
di: Delarue, François, et al.
Pubblicazione: (2024)

Superpositions for General Conditional Mckean-Vlasov Stochastic Differential Equations
di: Feng, Qi, et al.
Pubblicazione: (2025)

General large deviations and functional iterated logarithm law for multivalued McKean-Vlasov stochastic differential equations
di: Cheng, Lingyan, et al.
Pubblicazione: (2025)

Entrance measures and dynamics for time-inhomogeneous McKean-Vlasov stochastic differential equations
di: Feng, Chunrong, et al.
Pubblicazione: (2026)

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

Feynman-Kac formula gor general time dependent stochastic parabolic equation on a bounded domain and applications
di: Hu, Yaozhong, et al.
Pubblicazione: (2025)

Uniform measure attractors of McKean-Vlasov stochastic reaction-diffusion equations on unbounded thin domain
di: Zeng, Tianhao, et al.
Pubblicazione: (2024)

Ergodicity of conditional McKean-Vlasov jump diffusions
di: Bao, Jianhai, et al.
Pubblicazione: (2025)

Nonlinear weak error expansion of McKean-Vlasov stochastic differential equations
di: Jourdain, Benjamin, et al.
Pubblicazione: (2025)