3 papers
math.PR2019
A Stochastic Gronwall Lemma and Well-Posedness of Path-Dependent SDEs Driven by Martingale Noise
Sima Mehri, Michael Scheutzow
We show existence and uniqueness of solutions of stochastic path-dependent differential equations driven by cadlag martingale noise under joint local monotonicity and coercivity as…
math.PR2019
Weak Solutions to Vlasov-McKean Equations under Lyapunov-Type Conditions
Sima Mehri, Wilhelm Stannat
We present a Lyapunov type approach to the problem of existence and uniqueness of general law-dependent stochastic differential equations. In the existing literature most results c…
math.PR2018
Propagation of Chaos for Stochastic Spatially Structured Neuronal Networks with Delay driven by Jump Diffusions
Sima Mehri, Michael Scheutzow, Wilhelm Stannat +1
Spatially structured neural networks driven by jump diffusion noise with monotone coefficients, fully path dependent delay and with a disorder parameter are considered. Well-posedn…