Mean-field SDEs with jumps and nonlocal integral-PDEs

Recently Buckdahn et al. (Mean-field stochastic differential equations and associated PDEs, arXiv:1407.1215 , 2014 ) studied a mean-field stochastic differential equation (SDE), whose coefficients depend on both the solution process and also its law, and whose solution process ( X s t , x , P ξ , X...

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Veröffentlicht in:	Nonlinear differential equations and applications 2016-04, Vol.23 (2), Article 17
Hauptverfasser:	Hao, Tao, Li, Juan
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Brownian motion Integrals Mathematics Mathematics and Statistics Partial differential equations
Online-Zugang:	Volltext
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