Stability and prevalence of Mckean-Vlasov stochastic differential equations with non-Lipschitz coefficients
DOI10.1515/rose-2021-2053zbMath1470.60160arXiv1909.13699OpenAlexW3121550146WikidataQ115235768 ScholiaQ115235768MaRDI QIDQ2022315
Mohamed Amine Mezerdi, Nabil Khelfallah
Publication date: 28 April 2021
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.13699
stabilityWasserstein metricBaire spacestrong solutiongeneric propertypathwise uniquenessmean-fieldMckean-Vlasov stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of optimal control and differential games (49N90) Stochastic calculus of variations and the Malliavin calculus (60H07)
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