activity
20162026
most citedOn the support of solutions of stochastic differential equations with path-dependent coefficients

11 citations · 31 across the 9 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

math.PR2022★ 4 cited

Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs in arbitrary moments

Alexander Kalinin, Thilo Meyer-Brandis, Frank Proske

We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Li…