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pro vyhledávání: '"Nykänen, Jani"'
We study the rate of convergence w.r.t. a Wasserstein type distance for random walk approximation of mean field BSDEs. This article continuous [Briand et al., Donsker-Type Theorem For BSDEs: Rate of Convergence, Bernoulli, 2021], where the rate of co
Externí odkaz:
http://arxiv.org/abs/2409.14212
Autor:
Nykänen, Jani
We study $\mathbb{R}^d$-valued mean field stochastic differential equations with a diffusion coefficient depending on the $L_p$-norm of the process in a discontinuous way. We show that under a strong drift there exists a unique global strong solution
Externí odkaz:
http://arxiv.org/abs/2206.11538
Autor:
Nykänen, Jani
Publikováno v:
Probability, Uncertainty & Quantitative Risk; Sep2023, Vol. 8 Issue 3, p351-372, 22p