Mean-field SDEs with jumps and nonlocal integral-PDEs
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Publication:282616
DOI10.1007/s00030-016-0366-1zbMath1337.60121MaRDI QIDQ282616
Publication date: 12 May 2016
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00030-016-0366-1
jumps; value function; integral-PDE; McKean-Vlasov equation; mean-field stochastic differential equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60K35: Interacting random processes; statistical mechanics type models; percolation theory
35Q83: Vlasov equations
35R09: Integro-partial differential equations
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