From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs (Q2246808)
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English | From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs |
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From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs (English)
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16 November 2021
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McKean-Vlasov stochastic differential equations
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propagation of chaos
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backward Kolmogorov partial differential equation
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Wasserstein space
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