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Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach - MaRDI portal

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Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach (Q6649864)

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scientific article; zbMATH DE number 7955178
Language Label Description Also known as
English
Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach
scientific article; zbMATH DE number 7955178

    Statements

    title
    Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach (English)
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    author
    Alexander Kalinin
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    Thilo Meyer-Brandis
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    F. Proske
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    publication date
    6 December 2024
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    zbMATH Keywords
    McKean-Vlasov stochastic differential equations
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    Lyapunov stability
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    moment estimate
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    asymptotic behavior
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    pathwise uniqueness
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    strong solution
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    non-Lipschitz coefficient
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    Itô process
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    cites work
    Q4323752
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    Q3236483
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    Mean field games
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60H20
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    60H30
    0 references
    60F25
    0 references
    37H30
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    45M10
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    zbMATH DE Number
    7955178
    0 references
     
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