Conditional McKean-Vlasov jump diffusions are exponentially contractive in law, and the contraction rate improves as jump noise intensity grows.
and Delarue, F.: Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games, Springer International Publishing, Switzerland, 2018
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
other 1
citation-polarity summary
fields
math.PR 1years
2025 1verdicts
CONDITIONAL 1roles
other 1polarities
unclear 1representative citing papers
citing papers explorer
-
Ergodicity of conditional McKean-Vlasov jump diffusions
Conditional McKean-Vlasov jump diffusions are exponentially contractive in law, and the contraction rate improves as jump noise intensity grows.