Numerical method for FBSDEs of McKean-Vlasov type (Q2415510)

From MaRDI portal
Revision as of 06:56, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Numerical method for FBSDEs of McKean-Vlasov type
scientific article

    Statements

    title
    Numerical method for FBSDEs of McKean-Vlasov type (English)
    0 references
    DOI
    10.1214/18-AAP1429
    0 references
    author
    François Delarue
    0 references
    Dan Crisan
    0 references
    publication date
    22 May 2019
    0 references
    Mathematics Subject Classification ID
    65C30
    0 references
    60H10
    0 references
    91A07
    0 references
    zbMATH DE Number
    7057463
    0 references
    zbMATH Keywords
    McKean-Vlasov
    0 references
    master equation
    0 references
    forward-backward SDE
    0 references
    mean field games
    0 references
    numerical approximation
    0 references
    arXiv ID
    1703.02007
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2415510&oldid=33519770"
    Powered by MediaWiki