Mean-field stochastic differential equations and associated PDEs (Q2412661)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field stochastic differential equations and associated PDEs |
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Mean-field stochastic differential equations and associated PDEs (English)
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24 October 2017
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mean-field stochastic differential equation
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McKean-Vlasov equation
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value function
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PDE of mean-field type
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