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arXiv · 2410.17120

On Lyapunov Conditions for the Well-Posedness of McKean-Vlasov Stochastic Differential Delay Equations

Dan Noelck
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Abstract

This work focuses on the well-posedness of McKean-Vlasov stochastic differential delay equations. Under suitable lipschitz conditions on the drift and diffusion terms, along with a distribution dependent Lyapunov condition, this paper shows the existence of a unique solution to the distribution dependent stochastic differential delay equation.

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Dan Noelck. 2024-10-22. On Lyapunov Conditions for the Well-Posedness of McKean-Vlasov Stochastic Differential Delay Equations. https://doi.org/10.1080/17442508.2025.2521011

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