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Semiparametric estimation of McKean-Vlasov SDEs - MaRDI portal

Semiparametric estimation of McKean-Vlasov SDEs (Q2686604)

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scientific article; zbMATH DE number 7657644
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Semiparametric estimation of McKean-Vlasov SDEs
scientific article; zbMATH DE number 7657644

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    Semiparametric estimation of McKean-Vlasov SDEs (English)
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    28 February 2023
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    deconvolution
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    McKean-Vlasov SDEs
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    mean field models
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    minimax bounds
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    multi-agent learning
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    semiparametric estimation
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