Optimal stopping of conditional McKean-Vlasov jump diffusions (Q6577529)
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scientific article; zbMATH DE number 7885785
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| English | Optimal stopping of conditional McKean-Vlasov jump diffusions |
scientific article; zbMATH DE number 7885785 |
Statements
Optimal stopping of conditional McKean-Vlasov jump diffusions (English)
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24 July 2024
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optimal stopping
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jump diffusion
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common noise
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conditional McKean-Vlasov differential equation
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stochastic Fokker-Planck equation
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0.8257442712783813
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0.8214086890220642
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0.8129445910453796
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0.8061147928237915
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0.7724137902259827
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