Nonlinear SDEs driven by L\'evy processes and related PDEs (Q3623872): Difference between revisions

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Nonlinear SDEs driven by L\'evy processes and related PDEs
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Revision as of 09:31, 19 April 2024

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Nonlinear SDEs driven by L\'evy processes and related PDEs
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    27 April 2009
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    particle systems
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    propagation of chaos
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    nonlinear stochastic differential equations driven by Lévy processes
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    partial differential equation with fractional Laplacian
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    porous medium equation
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    McKean-Vlasov model
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    math.PR
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