Distribution-dependent stochastic differential delay equations in finite and infinite dimensions
نویسندگان
چکیده
We prove that distribution-dependent (also called McKean–Vlasov) stochastic delay equations of the form [Formula: see text] have unique (strong) solutions in finite as well infinite-dimensional state spaces if coefficients fulfill certain monotonicity assumptions.
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Stochastic Differential Equations in Infinite Dimensions
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ژورنال
عنوان ژورنال: Infinite Dimensional Analysis, Quantum Probability and Related Topics
سال: 2021
ISSN: ['0219-0257', '1793-6306']
DOI: https://doi.org/10.1142/s0219025720500241