Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach
DOI10.1142/S0219493724500394MaRDI QIDQ6649864
Alexander Kalinin, F. Proske, Thilo Meyer-Brandis
Publication date: 6 December 2024
Published in: Stochastics and Dynamics (Search for Journal in Brave)
asymptotic behaviorLyapunov stabilitystrong solutionpathwise uniquenessItô processMcKean-Vlasov stochastic differential equationsmoment estimatenon-Lipschitz coefficient
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stability theory for integral equations (45M10) Stochastic integral equations (60H20) (L^p)-limit theorems (60F25) Stability theory for random and stochastic dynamical systems (37H30)
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