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Mean-field stochastic differential equations with a discontinuous diffusion coefficient
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作者 Jani Nykänen 《Probability, Uncertainty and Quantitative Risk》 2023年第3期351-372,共22页
We study R^(d)-valued mean-field stochastic differential equations with a diffusion coefficient that varies in a discontinuous manner on the L_(p)-norm of the process.We establish the existence of a unique global stro... We study R^(d)-valued mean-field stochastic differential equations with a diffusion coefficient that varies in a discontinuous manner on the L_(p)-norm of the process.We establish the existence of a unique global strong solution in the presence of a robust drift,while also investigating scenarios where the presence of a global solution is not assured. 展开更多
关键词 Mean-field stochastic differential equation Discontinuous diffusion coefficient existence and nonexistence of strong solutions in L_(p)
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