Nonlinear diffusions and stable-like processes with coefficients depending on the median or var (Q373002)

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Nonlinear diffusions and stable-like processes with coefficients depending on the median or var
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    Nonlinear diffusions and stable-like processes with coefficients depending on the median or var (English)
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    21 October 2013
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    McKean-Vlasov diffusion
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    nonlinear Markov processes
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    stable-like processes
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    tempered stable processes
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    median
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    quantile
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    value at risk
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