Inverting the Markovian projection, with an application to local stochastic volatility models (Q2212591)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverting the Markovian projection, with an application to local stochastic volatility models |
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Inverting the Markovian projection, with an application to local stochastic volatility models (English)
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24 November 2020
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Fokker-Planck equations
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local stochastic volatility
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Markovian projection
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McKean-Vlasov equations
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mimicking
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nonlinear elliptic equations
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pathwise uniqueness
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regularity of invariant measures
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strong solutions
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