Approximate McKean–Vlasov representations for a class of SPDEs (Q3585323): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2005874252 / rank | |||
Normal rank |
Revision as of 21:05, 19 March 2024
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)
0 references
19 August 2010
0 references
stochastic partial differential equation
0 references
particle approximations
0 references
McKean-Vlasov equation
0 references
Zakai equation
0 references
Kushner-Stratonovich equation
0 references
nonlinear filtering
0 references
nonlinear diffusions
0 references