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Approximate McKean–Vlasov representations for a class of SPDEs - MaRDI portal

Approximate McKean–Vlasov representations for a class of SPDEs (Q3585323)

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Approximate McKean–Vlasov representations for a class of SPDEs
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    Approximate McKean–Vlasov representations for a class of SPDEs (English)
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    19 August 2010
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    stochastic partial differential equation
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    particle approximations
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    McKean-Vlasov equation
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    Zakai equation
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    Kushner-Stratonovich equation
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    nonlinear filtering
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    nonlinear diffusions
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