Mean-field stochastic Volterra equations
Abstract
Abstract Well-posedness is established for multi-dimensional mean-field stochastic Volterra equations with Lipschitz-continuous coefficients, allowing for singular kernels as well as for one-dimensional mean-field stochastic Volterra equations with Hölder-continuous diffusion coefficients and sufficiently regular kernels. In these different settings, quantitative, pointwise propagation of chaos results are derived for the associated Volterra-type interacting particle systems.
Fields of Study & Subjects
Stochastic processes and statistical mechanics
Stochastic processes and financial applications
Theoretical and Computational Physics
Publication details
- Journal / source
- Journal of Applied Probability
- Pages
- 1–25
- Publication date
- 7 April 2026
- Language
- EN