Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong solutions of mean-field stochastic differential equations with irregular drift |
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Strong solutions of mean-field stochastic differential equations with irregular drift (English)
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14 February 2019
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mean-field stochastic differential equation
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McKean-Vlasov equation
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strong solutions
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irregular coefficients
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Malliavin calculus
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local-time integral
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Sobolev differentiability in the initial condition
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Bismut-Elworthy-Li formula
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