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math.PR2023
Well-posedness and averaging principle for Lévy-type McKean-Vlasov stochastic differential equations under local Lipschitz conditions
Ying Chao, Jinqiao Duan, Ting Gao +1
In this paper, we investigate a class of McKean-Vlasov stochastic differential equations under Lévy-type perturbations. We first establish the existence and uniqueness theorem for…
math.PR2012
Quantifying Model Uncertainties in the Space of Probability Measures
Jinqiao Duan, Ting Gao, Guowei He
Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus con…