Nonlinear diffusions and stable-like processes with coefficients depending on the median or var (Q373002): Difference between revisions
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Revision as of 00:06, 5 March 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)
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21 October 2013
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McKean-Vlasov diffusion
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nonlinear Markov processes
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stable-like processes
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tempered stable processes
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median
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quantile
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value at risk
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