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Approximation of solutions of mean-field stochastic differential equations
Stochastics and Dynamics ( IF 1.1 ) Pub Date : 2020-03-11 , DOI: 10.1142/s0219493721500039
Oussama Elbarrimi 1 , Youssef Ouknine 2, 3
Affiliation  

Our aim in this paper is to establish some strong stability properties of solutions of mean-field stochastic differential equations. These latter are stochastic differential equations where the coefficients depend not only on the state of the unknown process but also on its probability distribution. The results are obtained assuming that the pathwise uniqueness property holds and using Skorokhod’s selection theorem.

中文翻译:

平均场随机微分方程解的逼近

我们在本文中的目的是建立平均场随机微分方程解的一些强稳定性性质。后者是随机微分方程,其中系数不仅取决于未知过程的状态,还取决于其概率分布。假设路径唯一性属性成立并使用 Skorokhod 选择定理,获得了结果。
更新日期:2020-03-11
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