dc.date.accessioned | 2022-04-07T19:05:25Z | |
dc.date.available | 2022-04-07T19:05:25Z | |
dc.date.created | 2022-03-04T08:09:48Z | |
dc.date.issued | 2022 | |
dc.identifier.citation | Galeati, Lucio Harang, Fabian Andsem Mayorcas, Avi . Distribution dependent SDEs driven by additive continuous noise. Electronic Journal of Probability (EJP). 2022, 27, 1-38 | |
dc.identifier.uri | http://hdl.handle.net/10852/93420 | |
dc.description.abstract | We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [17]. We provide several criteria for existence and uniqueness of solutions which go beyond the classical globally Lipschitz setting. In particular we show well-posedness of the equation, as well as almost sure convergence of the associated particle system, for drifts satisfying either Osgood-continuity, monotonicity, local Lipschitz or Sobolev differentiability type assumptions. | |
dc.language | EN | |
dc.rights | Attribution 4.0 International | |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
dc.title | Distribution dependent SDEs driven by additive continuous noise | |
dc.type | Journal article | |
dc.creator.author | Galeati, Lucio | |
dc.creator.author | Harang, Fabian Andsem | |
dc.creator.author | Mayorcas, Avi | |
cristin.unitcode | 185,15,13,0 | |
cristin.unitname | Matematisk institutt | |
cristin.ispublished | true | |
cristin.fulltext | postprint | |
cristin.qualitycode | 1 | |
dc.identifier.cristin | 2007488 | |
dc.identifier.bibliographiccitation | info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Electronic Journal of Probability (EJP)&rft.volume=27&rft.spage=1&rft.date=2022 | |
dc.identifier.jtitle | Electronic Journal of Probability (EJP) | |
dc.identifier.volume | 27 | |
dc.identifier.issue | none | |
dc.identifier.startpage | 1 | |
dc.identifier.endpage | 38 | |
dc.identifier.doi | https://doi.org/10.1214/22-EJP756 | |
dc.identifier.urn | URN:NBN:no-95991 | |
dc.subject.nvi | VDP::Matematikk: 410 | |
dc.type.document | Tidsskriftartikkel | |
dc.type.peerreviewed | Peer reviewed | |
dc.source.issn | 1083-6489 | |
dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/93420/5/22-EJP756.pdf | |
dc.type.version | PublishedVersion | |
dc.relation.project | NFR/274410 | |