Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity
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Publication:6456540
arXiv2310.15854MaRDI QIDQ6456540
Benjamin M. Hambly, Philipp Jettkant
Publication date: 24 October 2023
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Functional limit theorems; invariance principles (60F17)
