Nonlinear martingale problems involving singular integrals

DOI10.1016/S0022-1236(02)00068-XzbMath1020.60095MaRDI QIDQ1874458

Joaquin Fontbona

Publication date: 25 May 2003

Published in: Journal of Functional Analysis (Search for Journal in Brave)

zbMATH Keywords

singular integrals; McKean-Vlasov equation; nonlinear martingale problem; Monte-Carlo approximation

Mathematics Subject Classification ID

60K35: Interacting random processes; statistical mechanics type models; percolation theory

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