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20092026
most citedA stochastic maximum principle via Malliavin calculus

8 citations · 53 across the 24 of their papers we have counts for

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math.PR2021★ 1 cited

Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach

Alexander Kalinin, Thilo Meyer-Brandis, Frank Proske

We establish stability and pathwise uniqueness of solutions to Wiener noise driven McKean-Vlasov equations with random non-Lipschitz continuous coefficients. In the deterministic c…