A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642)
From MaRDI portal
scientific article; zbMATH DE number 7553841
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
6 July 2022
0 references
nonlinear stochastic differential equations
0 references
Lévy processes
0 references
McKean-Vlasov model
0 references
Picard iteration
0 references
Fourier transform
0 references
0 references
0 references
0 references
