Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Fokker-Planck equations with terminal condition and related McKean probabilistic representation - MaRDI portal

Fokker-Planck equations with terminal condition and related McKean probabilistic representation (Q2065600)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Fokker-Planck equations with terminal condition and related McKean probabilistic representation
scientific article

    Statements

    title
    Fokker-Planck equations with terminal condition and related McKean probabilistic representation (English)
    0 references
    author
    Lucas Izydorczyk
    0 references
    Nadia Oudjane
    0 references
    Francesco Russo
    0 references
    Gianmario Tessitore
    0 references
    publication date
    12 January 2022
    0 references
    zbMATH Keywords
    inverse problem
    0 references
    McKean stochastic differential equation
    0 references
    probabilistic representation of PDEs
    0 references
    time-reversed diffusion
    0 references
    Fokker Planck equation
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60H10
    0 references
    60H30
    0 references
    60J60
    0 references
    35R30
    0 references
    zbMATH DE Number
    7455874
    0 references
    OpenAlex ID
    W3043949698
    0 references
    arXiv ID
    2007.10628
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2065600&oldid=36756270"
    Powered by MediaWiki