collaborators

1 paper

math.PR2025

On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with common noise

Ke Xu, Fen-Fen Yang, Chenggui Yuan

In this work, we establish the existence and uniqueness of solutions to McKean-Vlasov stochastic differential equations (SDEs) driven by Lévy processes with common noise on an infi…