Add to ORKGThe work concerns a type of backward multivalued McKean-Vlasov stochastic differential equations. First, we prove the existence and uniqueness of solutions for backward multivalued McKean-Vlasov stochastic differential equations. Then, it is presented that their solutions depend continuously on the terminal values. Finally, we give a probabilistic interpretation for viscosity solutions of nonlocal quasi-linear parabolic variational inequalities.Comment: 26 page
This doctoral thesis is concerned with some theoretical and practical questions related to backward ...
Our aim in this paper is to deal with a new type differential equation so-called Caputo fractional b...
In this work we firstly prove the well-posedness of the non-linear martingale problem related to a M...
In this paper we mainly investigate the strong and weak well-posedness of a class of McKean-Vlasov s...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under mo...
The work concerns multivalued McKean-Vlasov stochastic differential equations. First of all, we prov...
In this paper, we prove the existence and uniqueness of solutions as well as ergodicity for McKean-V...
AbstractThe existence and uniqueness of the solution of a backward SDE, on a random (possibly infini...
We prove the existence and uniqueness of a viscosity solution of the parabolic variational inequalit...
We propose a new algorithm to approach weakly the solution of a McKean-Vlasov SDE. Based on the cuba...
This investigation is devoted to the study of a class of abstract first-order backward McKean-Vlasov...
AbstractIn this paper we prove the existence and uniqueness, as well as the regularity, of the adapt...
We show that a local existence and uniqueness condition implies the global solution on drift-less on...
We propose a new algorithm to approximate weakly the solution of a McKean–Vlasov SDE. Based on the c...
This doctoral thesis is concerned with some theoretical and practical questions related to backward ...
Our aim in this paper is to deal with a new type differential equation so-called Caputo fractional b...
In this work we firstly prove the well-posedness of the non-linear martingale problem related to a M...
In this paper we mainly investigate the strong and weak well-posedness of a class of McKean-Vlasov s...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under mo...
The work concerns multivalued McKean-Vlasov stochastic differential equations. First of all, we prov...
In this paper, we prove the existence and uniqueness of solutions as well as ergodicity for McKean-V...
AbstractThe existence and uniqueness of the solution of a backward SDE, on a random (possibly infini...
We prove the existence and uniqueness of a viscosity solution of the parabolic variational inequalit...
We propose a new algorithm to approach weakly the solution of a McKean-Vlasov SDE. Based on the cuba...
This investigation is devoted to the study of a class of abstract first-order backward McKean-Vlasov...
AbstractIn this paper we prove the existence and uniqueness, as well as the regularity, of the adapt...
We show that a local existence and uniqueness condition implies the global solution on drift-less on...
We propose a new algorithm to approximate weakly the solution of a McKean–Vlasov SDE. Based on the c...
This doctoral thesis is concerned with some theoretical and practical questions related to backward ...
Our aim in this paper is to deal with a new type differential equation so-called Caputo fractional b...
In this work we firstly prove the well-posedness of the non-linear martingale problem related to a M...