A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps
نویسندگان
چکیده
منابع مشابه
Strong solutions of a class of SDEs with jumps 1
We study a class of stochastic integral equations with jumps under non-Lipschitz conditions. We use the method of Euler approximations to obtain the existence of the solution and give some sufficient conditions for the strong uniqueness. Mathematics Subject Classification (2000): Primary 60H20; secondary 60H10.
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ژورنال
عنوان ژورنال: Stochastics
سال: 2020
ISSN: 1744-2508,1744-2516
DOI: 10.1080/17442508.2020.1771337