Euler scheme for density dependent stochastic differential equations (Q2217334)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler scheme for density dependent stochastic differential equations |
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Euler scheme for density dependent stochastic differential equations (English)
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29 December 2020
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density dependent SDE
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heat kernel
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strong solution
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Fokker-Planck equation
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