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Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion - MaRDI portal

Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion (Q6107311)

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scientific article; zbMATH DE number 7706085
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English
Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion
scientific article; zbMATH DE number 7706085

    Statements

    title
    Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion (English)
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    author
    Xing Huang
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    Xucheng Wang
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    publication date
    3 July 2023
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    zbMATH Keywords
    path dependent McKean-Vlasov SDE
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    Yamada-Watanabe approximation
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    Hölder continuous diffusion
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    propagation of chaos
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    cites work
    Q3959169
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    Q5329487
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    Q3358031
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    Identifiers

    arXiv ID
    2207.04274
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    DOI
    10.3934/dcdss.2023021
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    Mathematics Subject Classification ID
    60H10
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    60H05
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    65C35
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    zbMATH DE Number
    7706085
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    OpenAlex ID
    W4321123567
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