LIBROS DEL AUTOR: panpan ren feng yu wang

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  • DISTRIBUTION DEPENDENT STOCHASTIC DIFFERENTIAL EQUATIONS
    FENG-YU WANG / Panpan Ren / PANPAN REN FENG-YU WANG / WANG FENG-YU
    Corresponding to the link of Itô’s stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize nonlinear Fokker-Planck equations. This type of SDEs is named after McKean-Vlasov due to the pioneering work of H P McKean (1966), where an expectation dependent SDE is proposed to characterize nonlinear PDEs for Maxwellia...
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