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| Format: | Preprint |
| Veröffentlicht: |
2024
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| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2410.17120 |
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| _version_ | 1866912455135854592 |
|---|---|
| author | Noelck, Dan |
| author_facet | Noelck, Dan |
| contents | This work focuses on the well-posedness of McKean-Vlasov stochastic differential delay equations. Under suitable lipschitz conditions on the drift and diffusion terms, along with a distribution dependent Lyapunov condition, this paper shows the existence of a unique solution to the distribution dependent stochastic differential delay equation. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_17120 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On Lyapunov Conditions for the Well-Posedness of McKean-Vlasov Stochastic Differential Delay Equations Noelck, Dan Probability This work focuses on the well-posedness of McKean-Vlasov stochastic differential delay equations. Under suitable lipschitz conditions on the drift and diffusion terms, along with a distribution dependent Lyapunov condition, this paper shows the existence of a unique solution to the distribution dependent stochastic differential delay equation. |
| title | On Lyapunov Conditions for the Well-Posedness of McKean-Vlasov Stochastic Differential Delay Equations |
| topic | Probability |
| url | https://arxiv.org/abs/2410.17120 |