Showing math.PRShow all
2 papers · 1 filter
math.PR2025
Mean field stochastic differential equations with a diffusion coefficient with irregular distributional dependence
Jani Nykänen
We study mean field stochastic differential equations with a diffusion coefficient that depends on the distribution function of the unknown process in a discontinuous manner, which…
math.PR2024
Convergence rate for random walk approximations of mean field BSDEs
Boualem Djehiche, Hannah Geiss, Stefan Geiss +2
We study the rate of convergence w.r.t.~a Wasserstein type distance for random walk approximations of mean field BSDEs. Our method does not use the particle method but instead a fr…