Mean-field stochastic differential equations with a discontinuous diffusion coefficient

作     者：Jani Nykänen Jani Nykänen

作者机构：Department of Mathematics and StatisticsUniversity of JyväskyläP.O.Box 35FI-40014Finland 

出 版 物：《Probability, Uncertainty and Quantitative Risk》 (概率、不确定性与定量风险（英文）)

年 卷 期：2023年第8卷第3期

页      面：351-372页

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：Mean-field stochastic differential equation Discontinuous diffusion coefficient Existence and nonexistence of strong solutions in L_(p) 

摘      要：We study R^(d)-valued mean-field stochastic differential equations with a diffusion coefficient that varies in a discontinuous manner on the L_(p)-norm of the *** establish the existence of a unique global strong solution in the presence of a robust drift,while also investigating scenarios where the presence of a global solution is not assured.