Existence and uniqueness for non-linear forward equations: Addendum to "Mean-field approximations in insurance" (Hornung, 2026)

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.

Authors

Publication Details

Journal
arXiv (Cornell University)
Published
2026-10-26
DOI
https://doi.org/10.48550/arxiv.2610.34980
Primary Topic
Stochastic processes and financial applications
Type
preprint
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preprint

Existence and uniqueness for non-linear forward equations: Addendum to "Mean-field approximations in insurance" (Hornung, 2026)

Christian Furrer, Philipp C. Hornung
arXiv (Cornell University)
Stochastic processes and financial applications
preprint

Existence and uniqueness for non-linear forward equations: Addendum to "Mean-field approximations in insurance" (Hornung, 2026)

Christian Furrer, Philipp C. Hornung
preprint en

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.

arXiv (Cornell University)
Stochastic processes and financial applications
DOIOpen Access PDFOpenAlex
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Existence and uniqueness for non-linear forward equations: Addendum to "Mean-field approximations in insurance" (Hornung, 2026) — Christian Furrer, Philipp C. Hornung · arXiv (Cornell University) (2026) | TGRS Research Map | TGRS