Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616)

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Mean-field SDEs with jumps and nonlocal integral-PDEs
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    Mean-field SDEs with jumps and nonlocal integral-PDEs (English)
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    12 May 2016
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    mean-field stochastic differential equations
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    jumps
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    McKean-Vlasov equation
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    value function
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    integral-PDE
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