On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient

We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate interaction, previously studied by Méléard and Jourdain in [...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Bossy, Mireille, Jabir, Jean-François
Format:	Buchkapitel
Sprache:	eng
Schlagworte:	Mathematics McKean-Vlasov models Numerical Analysis Singular McKean diffusions Weak-strong wellposedness problems
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!