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The Donsker delta function and local time for McKean-Vlasov processes and applications - MaRDI portal

The Donsker delta function and local time for McKean-Vlasov processes and applications

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Publication:6427504

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arXiv2302.12522MaRDI QIDQ6427504

Bernt Øksendal, Nacira Agram

Publication date: 24 February 2023

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35)

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