Space-distribution PDEs for path independent additive functionals of McKean-Vlasov SDEs

Ren, PP; Wang, FY

Wang, FY (corresponding author), Swansea Univ, Dept Math, Singleton Pk, Swansea SA2 8PP, W Glam, Wales.; Wang, FY (corresponding author), Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China.

INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2020; 23 (3):

Abstract

Let 2(d) be the space of probability measures on d with finite second moment. The path independence of additive functionals of McKean-Vlasov SDEs is c......

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