Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Zhi, Yanpeng"'
This paper studies the rich dynamics of general one-dimensional McKean-Vlasov stochastic differential equations based on the preservation of stochastic order. The existing work is limited to the case of additive noises, while our framework allows mul
Externí odkaz:
http://arxiv.org/abs/2411.01364
A general framework for studying McKean-Vlasov SDEs via monotone dynamical systems is established in this paper. Under a cooperative condition, we show McKean-Vlasov SDEs admit a comparison principle with respect to the stochastic order, and generate
Externí odkaz:
http://arxiv.org/abs/2407.18853