Well-posedness and tamed schemes for McKean–Vlasov equations with common noise-Reference-Cited by-同舟云学术

Well-posedness and tamed schemes for McKean–Vlasov equations with common noise

Published:2022-10-01 Issue:5 Volume:32 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Kumar Chaman¹,Neelima ²,Reisinger Christoph³,Stockinger Wolfgang³

Affiliation:

1. Department of Mathematics, Indian Institute of Technology Roorkee

2. Department of Mathematics, Ramjas College, University of Delhi

3. Mathematical Institute, University of Oxford

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference42 articles.

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3. HAMMERSLEY, W. R. P., ŠIŠKA, D. and SZPRUCH, Ł. (2021). McKean–Vlasov SDEs under measure dependent Lyapunov conditions. Ann. Inst. Henri Poincaré Probab. Stat. 57 1032–1057.

4. WANG, F.-Y. (2018). Distribution dependent SDEs for Landau type equations. Stochastic Process. Appl. 128 595–621.

5. ADAMS, D., DOS REIS, G., RAVAILLE, R., SALKELD, W. and TUGAUT, J. (2020). Large deviations and exit-times for reflected McKean–Vlasov equations with self-stabilizing terms and superlinear drifts. Preprint. Available at arXiv:2005.10057.

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