From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs (Q2246808)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs |
scientific article |
Statements
From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs (English)
0 references
16 November 2021
0 references
McKean-Vlasov stochastic differential equations
0 references
propagation of chaos
0 references
backward Kolmogorov partial differential equation
0 references
Wasserstein space
0 references
0 references
0 references
0 references
0 references
0 references
