Nonlinear diffusions and stable-like processes with coefficients depending on the median or var (Q373002)
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scientific article; zbMATH DE number 6217452
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| English | Nonlinear diffusions and stable-like processes with coefficients depending on the median or var |
scientific article; zbMATH DE number 6217452 |
Statements
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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0.7649596333503723
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0.7402070760726929
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0.7399433255195618
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0.7318915724754333
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