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Detalles Bibliográficos
Autor principal: Noelck, Dan
Formato: Preprint
Publicado: 2024
Materias:
Acceso en línea:https://arxiv.org/abs/2410.17120
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  • 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.