A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and L\`evy process and controlled by L\`evy measure
Work
Year: 2016
Type: article
Abstract: In this paper we consider McKean-Vlasov stochastic evolution equations on Hilbert spaces driven by Brownian motion and Lèvy process and controlled by Lèvy measures.We prove existence and uniqueness of... more
Author Naveed Ahmed
Institution University of Ottawa
Cites: 18
Cited by: 7
Related to: 10
FWCI: 0.365
Citation percentile (by year/subfield): 77.58
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze