Approximate McKean–Vlasov representations for a class of SPDEs (Q3585323): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate McKean–Vlasov representations for a class of SPDEs |
scientific article |
Statements
Approximate McKean–Vlasov representations for a class of SPDEs (English)
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19 August 2010
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stochastic partial differential equation
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particle approximations
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McKean-Vlasov equation
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Zakai equation
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Kushner-Stratonovich equation
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nonlinear filtering
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nonlinear diffusions
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