Nonlinear diffusions and stable-like processes with coefficients depending on the median or var (Q373002): Difference between revisions
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Property / Mathematics Subject Classification ID: 49K40 / rank | |||
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Property / Mathematics Subject Classification ID: 49K45 / rank | |||
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Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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Property / zbMATH DE Number: 6217452 / rank | |||
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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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Revision as of 09:55, 29 June 2023
scientific article
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English | Nonlinear diffusions and stable-like processes with coefficients depending on the median or var |
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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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