Probability measure-valued polynomial diffusions
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Publication:2631856
DOI10.1214/19-EJP290zbMath1467.60062arXiv1807.03229OpenAlexW2962774159MaRDI QIDQ2631856
Sara Svaluto-Ferro, Martin Larsson, Christa Cuchiero
Publication date: 16 May 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.03229
maximum principleinteracting particle systemsmartingale problemdual processpolynomial processesFleming-Viot type processesprobability measure-valued processes
Related Items (8)
Independent increment processes: a multilinearity preserving property ⋮ Polynomial Jump-Diffusion Models ⋮ Itô's formula for flows of measures on semimartingales ⋮ Infinite dimensional affine processes ⋮ Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions ⋮ Infinite-dimensional polynomial processes ⋮ Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces ⋮ Ranked masses in two-parameter Fleming–Viot diffusions
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