PreprintarXiv licencearXiv
Existence and uniqueness for non-linear forward equations: Addendum to "Mean-field approximations in insurance" (Hornung, 2026)
Abstract
Existence and uniqueness of solutions to non-linear forward integro-differential equations related to distribution-dependent Markov jump processes is established under standard boundedness and Lipschitz conditions.
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BibTeX
@misc{furrer2026existence,
title = {{Existence and uniqueness for non-linear forward equations: Addendum to "Mean-field approximations in insurance" (Hornung, 2026)}},
author = {Christian Furrer and Philipp C. Hornung},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.34980},
eprint = {2610.34980},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.34980},
}
RIS
TY - UNPB
TI - Existence and uniqueness for non-linear forward equations: Addendum to "Mean-field approximations in insurance" (Hornung, 2026)
AU - Christian Furrer
AU - Philipp C. Hornung
PY - 2026
DA - 2026/10/26
PB - arXiv
DO - 10.48550/arxiv.2610.34980
UR - https://arxiv.org/abs/2610.34980
AB - Existence and uniqueness of solutions to non-linear forward integro-differential equations related to distribution-dependent Markov jump processes is established under standard boundedness and Lipschitz conditions.
ER -