Stability, uniqueness and existence of solutions to McKean-Vlasov stochastic differential equations in arbitrary moments (Q6633167)
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scientific article; zbMATH DE number 7939080
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability, uniqueness and existence of solutions to McKean-Vlasov stochastic differential equations in arbitrary moments |
scientific article; zbMATH DE number 7939080 |
Statements
Stability, uniqueness and existence of solutions to McKean-Vlasov stochastic differential equations in arbitrary moments (English)
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5 November 2024
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McKean-Vlasov stochastic differential equation
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Lyapunov stability
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moment estimate
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asymptotic behaviour
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pathwise uniqueness
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strong solution
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non-Lipschitz drift
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Itô process
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