论文标题
具有不连续扩散系数的平均场随机微分方程
Mean field stochastic differential equations with a discontinuous diffusion coefficient
论文作者
论文摘要
我们研究$ \ mathbb {r}^d $ - 值的平均场随机微分方程，并以不连续的方式取决于该过程的$ l_p $ - norm。我们表明，在强烈的漂移下，存在着一个独特的全球强大解决方案，并考虑了存在全球解决方案失败的典型情况。
We study $\mathbb{R}^d$-valued mean field stochastic differential equations with a diffusion coefficient depending on the $L_p$-norm of the process in a discontinuous way. We show that under a strong drift there exists a unique global strong solution and consider typical cases where the existence of a global solution fails.
