Approximation of solutions of mean-field stochastic differential equations

被引：1
|
作者：
Elbarrimi, Oussama [1 ]
Ouknine, Youssef [2 ,3 ]
机构：
[1] Sidi Mohamed Ben Abdellah Univ, Fac Sci Dhar El Mahraz, LAMA Lab, Fes, Morocco
[2] Mohammed VI Polytech Univ, Africa Business Sch, Lot 660, Hay Moulay Rachid 43150, Ben Guerir, Morocco
[3] Cadi Ayyad Univ, Fac Sci Semlalia, Math Dept, Blvd Prince Moulay Abdellah,POB 2390, Marrakech 40000, Morocco
来源：
STOCHASTICS AND DYNAMICS | 2021年 / 21卷 / 01期
关键词：
Mean-field stochastic differential equations; stability; pathwise uniqueness; MCKEAN-VLASOV; STABILITY; MODEL;
D O I：
10.1142/S0219493721500039
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
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页数：15
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