Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
نویسندگان
چکیده
New weak and strong existence uniqueness results for the solutions of multi-dimensional stochastic McKeanâ??Vlasov equation are established under relaxed regularity conditions. Weak requires a non-degeneracy diffusion no more than linear growth both coefficients in state variable. restricted assumption diffusion, yet without any drift; this part is based on analysis total variation metric.
منابع مشابه
Existence and uniqueness of solutions of stochastic functional differential equations
We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a maximal local and global strong solution for each initial condition. Our results extend those of previous works. For local existence and uniqueness, we only require the coefficients to be continuous and ...
متن کاملExistence and uniqueness of weak solutions for a class of nonlinear divergence type diffusion equations
In this paper, we study the Neumann boundary value problem of a class of nonlinear divergence type diffusion equations. By a priori estimates, difference and variation techniques, we establish the existence and uniqueness of weak solutions of this problem.
متن کاملExistence and uniqueness of solutions for neutral periodic integro-differential equations with infinite delay
...
متن کاملExistence and Uniqueness Theorems for Fuzzy Differential Equations
Fuzzy differential equation is an important tool to deal with dynamic systems in fuzzy environments. However, it is difficult to find the solutions to all fuzzy differential equations. In this paper, methods to solve linear fuzzy differential equations and reducible fuzzy differential equations are given. Moreover, existence and uniqueness theorem for homogeneous fuzzy differential equations ar...
متن کاملExistence and uniqueness of solutions for impulsive fractional differential equations
In this article, we establish sufficient conditions for the existence of solutions for a class of initial value problem for impulsive fractional differential equations involving the Caputo fractional derivative.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Theory of Probability and Mathematical Statistics
سال: 2021
ISSN: ['1547-7363', '0094-9000']
DOI: https://doi.org/10.1090/tpms/1135