Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs (Q5150258)
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scientific article; zbMATH DE number 7308691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs |
scientific article; zbMATH DE number 7308691 |
Statements
Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs (English)
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10 February 2021
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McKean-Vlasov SDEs
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additive functional
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Girsanov transformation
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L-derivative
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