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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English | 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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