Second-order fractional mean-field SDEs with singular kernels and measure initial data

The Annals of Probability 2026

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Authors: Zimo Hao, Michael Röckner, Xi Zhang
DOI: 10.1214/24-aop1709
Cited by: 4
References: 63

Abstract

Hao Z, Röckner M, Zhang X. Second order fractional mean-field SDEs with singular kernels and measure initial data. Annals of Probability. 2026;54(1):1-62.

Fields of Study & Subjects

Fractional Differential Equations Solutions Stochastic processes and financial applications Financial Risk and Volatility Modeling

Publication details

Journal / source
The Annals of Probability
Publisher
Institute of Mathematical Statistics
Volume
54
Issue
1
Publication date
1 January 2026
Language
EN