Approximation of solutions of mean-field stochastic differential equations

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Output type: Journal article

UM6P affiliated Publication?: Yes

Author list: Elbarrimi O., Ouknine Y.

Publisher: World Scientific Publishing

Publication year: 2021

Journal: Stochastics and Dynamics (0219-4937)

Volume number: 21

Issue number: 1

ISSN: 0219-4937

eISSN: 1793-6799


Languages: English (EN-GB)

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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. © 2021 World Scientific Publishing Company.


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Last updated on 2021-21-06 at 23:17