2 papers
math.PR2024
On Lyapunov Conditions for the Well-Posedness of McKean-Vlasov Stochastic Differential Delay Equations
Dan Noelck
This work focuses on the well-posedness of McKean-Vlasov stochastic differential delay equations. Under suitable lipschitz conditions on the drift and diffusion terms, along with a…
math.PR2024
Quantitative Contraction Rates for McKean-Vlasov Stochastic Differential Equations with Multiplicative Noise
Dan Noelck
This work focuses on the quantitative contraction rates for McKean-Vlasov stochastic differential equations (SDEs) with multiplicative noise. Under suitable conditions on the coeff…