Well-posedness and propagation of chaos for McKean-Vlasov equations with jumps and locally Lipschitz coefficients

DOI10.1016/J.SPA.2022.04.012zbMath1491.60139arXiv2102.06472OpenAlexW3132102332MaRDI QIDQ2145774

Xavier Erny

Publication date: 20 June 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.06472

zbMATH Keywords

interacting particle systemspropagation of chaosmean field interactionMcKean-Vlasov equations

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

Related Items (4)

Consensus-based optimization via jump-diffusion stochastic differential equations ⋮ Impulse control of conditional McKean-Vlasov jump diffusions ⋮ Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle ⋮ Propagation of chaos: a review of models, methods and applications. II: Applications

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