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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A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps
scientific article; zbMATH DE number 7553841

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    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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