Stochastic averaging principle for McKean-Vlasov SDEs driven by Lévy noise
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Publication:6600768
DOI10.1142/s021902572350025xzbMath1547.60055MaRDI QIDQ6600768
Guang Jun Shen, Ting-Ting Zhang, Xiuwei Yin
Publication date: 10 September 2024
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Convergence of probability measures (60B10) Vlasov equations (35Q83)
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