Work

Well-posedness and averaging principle for non-Gaussian McKean–Vlasov stochastic differential equations with locally Lipschitz coefficients

Year: 2025

Type: article

Source: Advances in Applied Probability

DOI: 10.1017/apr.2025.10024

Authors: Ying Chao, Jinqiao Duan, Ting Gao, Pingyuan Wei

Institutions: Xi'an Jiaotong University, Great Bay University, Huazhong University of Science and Technology, Peking University, Southeast University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4414219695

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Cites: 34

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