Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s00030-016-0366-1 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bond Market Structure in the Presence of Marked Point Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic particle method for the McKean-Vlasov and the Burgers equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-field backward stochastic differential equations: A limit approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-field backward stochastic differential equations and related partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-field stochastic differential equations and associated PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long time average of first order mean field games and weak KAM theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Master Equation for Large Population Equilibriums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamics of the McKean-Vlasov equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations from the mckean-vlasov limit for weakly interacting diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations coupled with value function and related optimal control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3236483 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Equations with Nonlocal Sample Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(L^p\) estimates for fully coupled FBSDEs with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: McKean-Vlasov limit for interacting random processes in random media. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3358031 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S00030-016-0366-1 / rank
 
Normal rank

Latest revision as of 13:16, 9 December 2024

scientific article
Language Label Description Also known as
English
Mean-field SDEs with jumps and nonlocal integral-PDEs
scientific article

    Statements

    Mean-field SDEs with jumps and nonlocal integral-PDEs (English)
    0 references
    0 references
    0 references
    12 May 2016
    0 references
    mean-field stochastic differential equations
    0 references
    jumps
    0 references
    McKean-Vlasov equation
    0 references
    value function
    0 references
    integral-PDE
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references