Well-posedness of some non-linear stable driven SDEs
Work
Year: 2020
Type: article
Abstract: We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ ... more
Institutions Laboratoire de Probabilités, Statistique et Modélisation, Laboratoire de Probabilités et Modèles Aléatoires, Laboratoire de Mathématiques, Laboratoire de Mathématiques et Modélisation d'Évry
Cites: 45
Cited by: 6
Related to: 10
FWCI: 1.741
Citation percentile (by year/subfield): 91.52
Subfield: Finance
Domain: Social Sciences
Open Access status: gold