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20052023
most citedPath independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps

5 citations · 32 across the 30 of their papers we have counts for

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q-fin.PR2013

A Galerkin approximation scheme for the mean correction in a mean-reversion stochastic differential equation

Jiang-Lun Wu, Wei Yang

This paper is concerned with the following Markovian stochastic differential equation of mean-reversion type \[ dR_t= (θ+σα(R_t, t))R_t dt +σR_t dB_t \] with an initial value $R_0=…