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On Lyapunov Conditions for the Well-Posedness of McKean-Vlasov Stochastic Differential Delay Equations (2410.17120v2)
Published 22 Oct 2024 in math.PR
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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