Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients (Q2135203)
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English | Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients |
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Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients (English)
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4 May 2022
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McKean-Vlasov stochastic differential equation
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Yamada-Watanabe approximation
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Zvonkin's transformation
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Hölder continuity
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