Stability of McKean–Vlasov stochastic differential equations and applications
Work
Year: 2019
Type: article
Abstract: We consider McKean–Vlasov stochastic differential equations (MVSDEs), which are SDEs where the drift and diffusion coefficients depend not only on the state of the unknown process but also on its prob... more
Source: Stochastics and Dynamics
Institutions Université de Toulon, University of Biskra, King Fahd University of Petroleum and Minerals
Cites: 21
Cited by: 25
Related to: 10
FWCI: 2.873
Citation percentile (by year/subfield): 93.42
Subfield: Finance
Domain: Social Sciences
Open Access status: green