On conditional McKean Lagrangian stochastic models
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Publication:644781
DOI10.1007/s00440-010-0301-zzbMath1234.60060OpenAlexW2126691635MaRDI QIDQ644781
Jean-François Jabir, Denis Talay, Mireille Bossy
Publication date: 7 November 2011
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-010-0301-z
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic particle methods (65C35)
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