Weak existence and uniqueness for McKean-Vlasov SDEs with common noise (Q2039407)
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scientific article; zbMATH DE number 7367490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak existence and uniqueness for McKean-Vlasov SDEs with common noise |
scientific article; zbMATH DE number 7367490 |
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Weak existence and uniqueness for McKean-Vlasov SDEs with common noise (English)
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2 July 2021
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Girsanov transformations
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mean-field equations
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stochastic McKean-Vlasov equations
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