Articles with "lder diffusion" as a keyword



Limiting Behavior of Solutions to Mckean–Vlasov Fractional Sdes With HöLder Diffusion Coefficients

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Published in 2025 at "Mathematical Methods in the Applied Sciences"

DOI: 10.1002/mma.10938

Abstract: In this paper, we investigate the limiting behavior of solutions for a class of Itô–Doob fractional stochastic differential equations (SDEs) with distribution‐dependent (McKean–Vlasov) and Hölder diffusion coefficients, using the averaging principle. The work in the… read more here.

Keywords: behavior solutions; diffusion coefficients; mckean vlasov; lder diffusion ... See more keywords