Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations (Q6136818)
From MaRDI portal
scientific article; zbMATH DE number 7790295
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations |
scientific article; zbMATH DE number 7790295 |
Statements
Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations (English)
0 references
17 January 2024
0 references
isotropic \(\alpha\)-stable Lévy processes
0 references
iterative scheme
0 references
Kolmogorov equations
0 references
semilinear SDEs
0 references
0 references
0 references
0 references
0 references
