Mean-field stochastic differential equations and associated PDEs
Work
Year: 2017
Type: article
Abstract: In this paper, we consider a mean-field stochastic differential equation, also called the McKean–Vlasov equation, with initial data $(t,x)\in[0,T]\times\mathbb{R}^{d}$, whose coefficients depend on bo... more
Source: The Annals of Probability
Institutions Université de Bretagne Occidentale, Shandong University
Cites: 15
Cited by: 227
Related to: 10
FWCI: 21.84
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: hybrid