Weak solutions of mean-field stochastic differential equations

DOI10.1080/07362994.2017.1278706zbMath1408.60046OpenAlexW2588175896MaRDI QIDQ2986703

Juan Li, Hui Min

Publication date: 16 May 2017

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

Full work available at URL: https://doi.org/10.1080/07362994.2017.1278706

zbMATH Keywords

weak solutionmean-field stochastic differential equationsuniqueness in lawlocal martingale problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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Least squares estimation for path-distribution dependent stochastic differential equations ⋮ McKean-Vlasov SDEs under measure dependent Lyapunov conditions ⋮ Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients

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