Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
In this paper we study the sensitivity of nonlinear stochastic differential equations of McKean-Vlasov type generated by stable-like processes. By using the method of stochastic characteristics, we transfer these equations to non-stochastic equations with random coefficients, thus making it possible to use results obtained for nonlinear PDEs of McKean-Vlasov type generated by stable-like processes in previous works. The motivation for studying sensitivity of nonlinear McKean-Vlasov SPDEs arises naturally from the analysis of the mean-field games with common noise.
Язык оригинала | английский |
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Страницы (с-по) | 69-81 |
Число страниц | 13 |
Журнал | Problemy Analiza |
Том | 7 |
Номер выпуска | 2 |
DOI | |
Состояние | Опубликовано - 1 янв 2018 |
ID: 51530328