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This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs. The volume addresses rec
Autor:
Jean-François Jabir, Mireille Bossy
Publikováno v:
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
Samuel N. Cohen; István Gyöngy; Gonҫalo dos Reis; David Siska; Łukasz Szpruch. Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications, 2019, 978-3-030-22285-7
Springer Proceedings in Mathematics & Statistics ISBN: 9783030222840
Samuel N. Cohen; István Gyöngy; Gonҫalo dos Reis; David Siska; Łukasz Szpruch. Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications, 2019, 978-3-030-22285-7
Springer Proceedings in Mathematics & Statistics ISBN: 9783030222840
International audience; We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7c62f600d1369cee8b9b4805b074d9dd
https://hal.inria.fr/hal-02283803
https://hal.inria.fr/hal-02283803