Fokker-Planck equations with terminal condition and related McKean probabilistic representation (Q2065600)

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scientific article; zbMATH DE number 7455874
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    Fokker-Planck equations with terminal condition and related McKean probabilistic representation
    scientific article; zbMATH DE number 7455874

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      Fokker-Planck equations with terminal condition and related McKean probabilistic representation (English)
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      12 January 2022
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      inverse problem
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      McKean stochastic differential equation
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      probabilistic representation of PDEs
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      time-reversed diffusion
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      Fokker Planck equation
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