Nonlinear diffusions and stable-like processes with coefficients depending on the median or var (Q373002): Difference between revisions

@@ Property / DOI @@
-.1007/s00245-013-9199-z
@@ Property / DOI: 10.1007/s00245-013-9199-z / rank @@
-Normal rank
@@ Property / author @@
-Vassili N. Kolokol'tsov
@@ Property / author: Vassili N. Kolokol'tsov / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K40
@@ Property / Mathematics Subject Classification ID: 49K40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K45
@@ Property / Mathematics Subject Classification ID: 49K45 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6217452
@@ Property / zbMATH DE Number: 6217452 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+McKean-Vlasov diffusion
@@ Property / zbMATH Keywords: McKean-Vlasov diffusion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinear Markov processes
@@ Property / zbMATH Keywords: nonlinear Markov processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stable-like processes
@@ Property / zbMATH Keywords: stable-like processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tempered stable processes
@@ Property / zbMATH Keywords: tempered stable processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+median
@@ Property / zbMATH Keywords: median / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quantile
@@ Property / zbMATH Keywords: quantile / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+value at risk
@@ Property / zbMATH Keywords: value at risk / rank @@
+Normal rank
@@ Property / author @@
+Vassili N. Kolokol'tsov
@@ Property / author: Vassili N. Kolokol'tsov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2121420989
@@ Property / OpenAlex ID: W2121420989 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5925
@@ Property / arXiv ID: 1207.5925 / rank @@
+Normal rank
@@ Property / cites work @@
+A maximum principle for SDEs of mean-field type
@@ Property / cites work: A maximum principle for SDEs of mean-field type / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviation properties of weakly interacting processes via weak convergence methods
+Normal rank
@@ Property / cites work @@
+Systems of equations driven by stable processes
@@ Property / cites work: Systems of equations driven by stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Mean Field for Markov Decision Processes: From Discrete to Continuous Optimization
+Normal rank
@@ Property / cites work @@
+Discrete time, finite state space mean field games
+Normal rank
@@ Property / cites work @@
+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
+Normal rank
@@ Property / cites work @@
+Symmetric Stable Laws and Stable-Like Jump-Diffusions
+Normal rank
@@ Property / cites work @@
+Semiclassical analysis for diffusions and stochastic processes
+Normal rank
@@ Property / cites work @@
+Nonlinear Markov semigroups and interacting Lévy type processes
+Normal rank
@@ Property / cites work @@
+Q3559179
@@ Property / cites work: Q3559179 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov processes, semigroups and generators.
@@ Property / cites work: Markov processes, semigroups and generators. / rank @@
+Normal rank
@@ Property / cites work @@
+Estimates for Fundamental Solutions of Second-Order Parabolic Equations
+Normal rank
@@ Property / cites work @@
+Two-sided estimates of fundamental solutions of second-order parabolic equations, and some applications
+Normal rank
@@ Property / DOI @@
+.1007/S00245-013-9199-Z
@@ Property / DOI: 10.1007/S00245-013-9199-Z / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:373002