McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets (Q1185785)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets |
scientific article |
Statements
McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets (English)
0 references
28 June 1992
0 references
Poisson point process
0 references
McKean measure
0 references
fixed-point method
0 references
nonlinear martingale problems
0 references
propagation of chaos
0 references
0 references
0 references