Introduces signature McKean-Vlasov SDEs driven by expected rough path signatures, proves strong well-posedness, approximation of path-dependent equations, and propagation of chaos.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Signature McKean-Vlasov stochastic differential equations
Introduces signature McKean-Vlasov SDEs driven by expected rough path signatures, proves strong well-posedness, approximation of path-dependent equations, and propagation of chaos.