Stability and prevalence of McKean-Vlasov stochastic differential equations with non-Lipschitz coefficients

Mezerdi Mohamed Amine; Khelfallah Nabil

首页> 外文期刊>Random operators and stochastic equations >Stability and prevalence of McKean-Vlasov stochastic differential equations with non-Lipschitz coefficients

【24h】

Stability and prevalence of McKean-Vlasov stochastic differential equations with non-Lipschitz coefficients

机译：Stability and prevalence of McKean-Vlasov stochastic differential equations with non-Lipschitz coefficients

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相关主题

摘要

We consider various approximation properties for systems driven by a McKean-Vlasov stochastic differential equations (MVSDEs) with continuous coefficients, for which pathwise uniqueness holds. We prove that the solution of such equations is stable with respect to small perturbation of initial conditions, parameters and driving processes. Moreover, the unique strong solutions may be constructed by an effective approximation procedure. Finally, we show that the set of bounded uniformly continuous coefficients for which the corresponding MVSDE have a unique strong solution is a set of second category in the sense of Baire.

著录项

来源
《Random operators and stochastic equations》 |2021年第1期|67-78|共12页
作者
Mezerdi Mohamed Amine; Khelfallah Nabil;
展开▼
作者单位

Univ Mohamed Khider Biskra;

展开▼
收录信息
原文格式 PDF
正文语种英语
中图分类随机微分方程;
关键词
McKean-Vlasov stochastic differential equation; mean-field; stability; strong solution; pathwise uniqueness; Wasserstein metric; Generic property; Baire space; generic property; EXISTENCE;

Stability and prevalence of McKean-Vlasov stochastic differential equations with non-Lipschitz coefficients

摘要

著录项

相关主题

期刊订阅