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Analytical approximations of non-linear SDEs of McKean-Vlasov type - MaRDI portal

Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109)

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scientific article; zbMATH DE number 6897056
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Analytical approximations of non-linear SDEs of McKean-Vlasov type
scientific article; zbMATH DE number 6897056

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    Analytical approximations of non-linear SDEs of McKean-Vlasov type (English)
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    28 June 2018
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    nonlinear SDE in the McKean sense
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    small time/noise approximations
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    interacting random processes
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    nonlinear parabolic equations
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