Nonlinear diffusions and stable-like processes with coefficients depending on the median or var (Q373002): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q212974 |
Changed an Item |
||
| Property / author | |||
| Property / author: Vassili N. Kolokol'tsov / rank | |||
Normal rank | |||
Revision as of 00:50, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear diffusions and stable-like processes with coefficients depending on the median or var |
scientific article |
Statements
Nonlinear diffusions and stable-like processes with coefficients depending on the median or var (English)
0 references
21 October 2013
0 references
McKean-Vlasov diffusion
0 references
nonlinear Markov processes
0 references
stable-like processes
0 references
tempered stable processes
0 references
median
0 references
quantile
0 references
value at risk
0 references
