Chenggui Yuan

Propagation of Chaos and Stability for the Nonlinear McKean-Vlasov Stochastic Functional Differential Equations with Common Noise

Abstract. Past dependence is an unavoidable natural phenomenon for dynamic systems. This paper investigates a class of nonlinear McKean–Vlasov stochastic functional differential equations (MV-SFDEs) with common noise. The well-posedness of the nonlinear MV-SFDEs with common noise...