A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642)
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scientific article; zbMATH DE number 7553841
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English | A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps |
scientific article; zbMATH DE number 7553841 |
Statements
A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (English)
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6 July 2022
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nonlinear stochastic differential equations
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Lévy processes
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McKean-Vlasov model
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Picard iteration
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Fourier transform
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