Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients (Q6152019)

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scientific article; zbMATH DE number 7815299
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Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients
scientific article; zbMATH DE number 7815299

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    Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients (English)
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    11 March 2024
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    McKean-Vlasov equation
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    Langevin equation
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    weak Hörmander condition
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    Feynman-Kac formula
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    two-sided Gaussian estimates
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    quantile-dependent PDE
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