Analytical approximations of non-linear SDEs of McKean-Vlasov type
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Publication:1645109
DOI10.1016/j.jmaa.2018.05.059zbMath1390.60206OpenAlexW2559699253MaRDI QIDQ1645109
Emmanuel Gobet, Stefano Pagliarani
Publication date: 28 June 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.05.059
nonlinear parabolic equationsinteracting random processesnonlinear SDE in the McKean sensesmall time/noise approximations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
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