Nonlinear SDEs driven by L\'evy processes and related PDEs
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Publication:3623872
zbMath1162.60327arXiv0707.2723MaRDI QIDQ3623872
Benjamin Jourdain, Wojbor A. Woyczyński, Sylvie Méléard
Publication date: 27 April 2009
Full work available at URL: https://arxiv.org/abs/0707.2723
porous medium equationpropagation of chaosparticle systemsMcKean-Vlasov modelnonlinear stochastic differential equations driven by Lévy processespartial differential equation with fractional Laplacian
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)
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