2 papers
math.PR2026
Conditional Expectation expression in mean-field SDEs and its applications
Samaneh Sojudi, Mahdieh Tahmasebi
This study developed a novel formulation of conditional expectations within the framework of a jump-diffusion mean-field stochastic differential equation. We introduce an integrate…
math.PR2025
Sensitivity Analysis for Mean-Field SDEs With Jump By Malliavin Calculus: Chaos Expansion Approach
Samaneh Sojudi, Mahdieh Tahmasebi
In this paper, we describe an explicit extension formula in sensitivity analysis regarding the Malliavin weight for jump-diffusion mean-field stochastic differential equations whos…