Approximation of solutions of mean-field stochastic differential equations-Reference-Cited by-同舟云学术

Approximation of solutions of mean-field stochastic differential equations

Published:2020-03-11 Issue:01 Volume:21 Page:2150003
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

Elbarrimi Oussama¹,Ouknine Youssef²³

Affiliation:

1. LAMA Laboratory, Faculty of Sciences Dhar El Mahraz, Sidi Mohamed Ben Abdellah University, Fez, Morocco

2. Africa Business School, Mohammed VI Polytechnic University, Lot 660, Hay Moulay Rachid, Ben Guerir 43150, Morocco

3. Mathematics Department, Faculty of Sciences Semlalia, Cadi Ayyad University, Boulevard Prince Moulay Abdellah, P.O. Box 2390, Marrakesh 40000, Morocco

Abstract

Our aim in this paper is to establish some strong stability properties of solutions of mean-field stochastic differential equations. These latter are stochastic differential equations where the coefficients depend not only on the state of the unknown process but also on its probability distribution. The results are obtained assuming that the pathwise uniqueness property holds and using Skorokhod’s selection theorem.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493721500039

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