On Ergodic Measures for McKean-Vlasov Stochastic Equations
By Alexander Yur'evich Veretennikov. 2006
83 citations recorded by the source corpus.
Subfields: Applied Mathematics, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/9010679c46b26ff1eef85048ee859b48aa95fd9c
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In Applied Mathematics
In Finance
- Oleg Butkovsky
- Yuliya S. Mishura
- Alexander Yur'evich Veretennikov
- Arnaud Guillin
- Andreas Eberle
- Anatolii A. Puhalskii
In Statistics and Probability
Citations in the corpus
- On Ergodic Properties of Nonlinear Markov Chains and Stochastic McKean--Vlasov Equations (2013, background): “These processes arise naturally in the study of the limit behavior of a large number of weakly interacting Markov processes ([2], [5], [19]) and have a wide range of applications, including financial mathematics, population dynamics, neuroscience (see, e.”
- Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations (2016, background): “ifferent method. Note that in the homogeneous case and under less general conditions but using a different technique, weak existence 3 and weak uniqueness was established in [6] and [7]. Notice that in [21] there is a result on strong existence for the equation similar to (1) only with a unit matrix d”