Analytical approximations of non-linear SDEs of McKean-Vlasov type

DOI10.1016/j.jmaa.2018.05.059zbMath1390.60206OpenAlexW2559699253MaRDI QIDQ1645109

Emmanuel Gobet, Stefano Pagliarani

Publication date: 28 June 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.05.059

zbMATH Keywords

nonlinear parabolic equationsinteracting random processesnonlinear SDE in the McKean sensesmall time/noise approximations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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