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Weak Existence and Uniqueness for McKean-Vlasov SDEs with Common Noise - MaRDI portal

Weak Existence and Uniqueness for McKean-Vlasov SDEs with Common Noise

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Publication:6323107

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DOI10.1214/20-AOP1454zbMath1522.60050arXiv1908.00955MaRDI QIDQ6323107

William R. P. Hammersley, Lukasz Szpruch, David Šiška

Publication date: 2 August 2019

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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