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Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs
Infinite Dimensional Analysis, Quantum Probability and Related Topics, Volume: 23, Issue: 03, Start page: 2050018
Swansea University Authors:
Panpan Ren, Feng-yu Wang
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DOI (Published version): 10.1142/s0219025720500186
Abstract
Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs
Published in: | Infinite Dimensional Analysis, Quantum Probability and Related Topics |
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ISSN: | 0219-0257 1793-6306 |
Published: |
World Scientific Pub Co Pte Lt
2020
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Online Access: |
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URI: | https://cronfa.swan.ac.uk/Record/cronfa53907 |
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College: |
Professional Services |
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Issue: |
03 |
Start Page: |
2050018 |