McKean–Vlasov type stochastic differential equations arising from the random vortex method
We study a class of McKean–Vlasov type stochastic differential equations (SDEs) which arise from the random vortex dynamics and other physics models. By introducing a new approach we resolve the existence and uniqueness of both the weak and strong solutions for the McKean–Vlasov stochastic different...
Main Authors: | , |
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Format: | Journal article |
Language: | English |
Published: |
Springer
2021
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