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 equation; propagation of chaos; particle systems; McKean-Vlasov model; nonlinear stochastic differential equations driven by Lévy processes; partial differential equation with fractional Laplacian
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
65C30: Numerical solutions to stochastic differential and integral equations
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