{"title":"McKean-Vlasov过程和应用的Donsker delta函数和本地时间","authors":"Nacira Agram, Bernt Øksendal","doi":"10.1080/17442508.2023.2286252","DOIUrl":null,"url":null,"abstract":"The purpose of this paper is to establish a stochastic differential equation for the Donsker delta measure of the solution of a McKean–Vlasov (mean-field) stochastic differential equation.If the Do...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"14 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The Donsker delta function and local time for McKean–Vlasov processes and applications\",\"authors\":\"Nacira Agram, Bernt Øksendal\",\"doi\":\"10.1080/17442508.2023.2286252\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The purpose of this paper is to establish a stochastic differential equation for the Donsker delta measure of the solution of a McKean–Vlasov (mean-field) stochastic differential equation.If the Do...\",\"PeriodicalId\":501524,\"journal\":{\"name\":\"Stochastics\",\"volume\":\"14 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-12-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2023.2286252\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17442508.2023.2286252","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
The Donsker delta function and local time for McKean–Vlasov processes and applications
The purpose of this paper is to establish a stochastic differential equation for the Donsker delta measure of the solution of a McKean–Vlasov (mean-field) stochastic differential equation.If the Do...