Fokker-Planck equations with terminal condition and related McKean probabilistic representation (Q2065600)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fokker-Planck equations with terminal condition and related McKean probabilistic representation |
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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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