Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616): Difference between revisions
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Property / Mathematics Subject Classification ID: 60K35 / rank | |||
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Property / Mathematics Subject Classification ID: 35R09 / rank | |||
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Property / Mathematics Subject Classification ID: 35Q83 / rank | |||
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mean-field stochastic differential equations | |||
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jumps | |||
Property / zbMATH Keywords: jumps / rank | |||
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McKean-Vlasov equation | |||
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value function | |||
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integral-PDE | |||
Property / zbMATH Keywords: integral-PDE / rank | |||
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Revision as of 17:55, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Mean-field SDEs with jumps and nonlocal integral-PDEs |
scientific article |
Statements
Mean-field SDEs with jumps and nonlocal integral-PDEs (English)
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12 May 2016
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mean-field stochastic differential equations
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jumps
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McKean-Vlasov equation
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value function
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integral-PDE
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