On Lyapunov Conditions for the Well-Posedness of McKean-Vlasov Stochastic Differential Delay Equations

Abstract

This work focuses on the well-posedness of McKean-Vlasov stochastic differential delay equations. Under suitable lipschitz conditions on the drift and diffusion terms, along with a distribution dependent Lyapunov condition, this paper shows the existence of a unique solution to the distribution dependent stochastic differential delay equation.

arXiv comment14 pages

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