Journal article 697 views 157 downloads
Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs
PANPAN REN,
Feng-yu Wang
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 Publishing Co Pte Ltd
2020
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Online Access: |
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URI: | https://cronfa.swan.ac.uk/Record/cronfa53907 |
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2025-03-22T05:26:16Z |
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2025-03-21T14:49:20.4318246 v2 53907 2020-04-07 Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs 67449cd9cb3fe24b527123435dd6db9d PANPAN REN PANPAN REN true false 6734caa6d9a388bd3bd8eb0a1131d0de Feng-yu Wang Feng-yu Wang true false 2020-04-07 Journal Article Infinite Dimensional Analysis, Quantum Probability and Related Topics 23 03 2050018 World Scientific Publishing Co Pte Ltd 0219-0257 1793-6306 McKean–Vlasov SDEs; additive functional; Girsanov transformation; L-derivative 1 9 2020 2020-09-01 10.1142/s0219025720500186 COLLEGE NANME COLLEGE CODE Swansea University Not Required 2025-03-21T14:49:20.4318246 2020-04-07T08:45:47.3230623 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics PANPAN REN 1 Feng-yu Wang 2 53907__17022__b2923a3240554231992a5b07122a0769.pdf 18RW.pdf 2020-04-07T08:48:06.2010225 Output 302469 application/pdf Accepted Manuscript true 2021-12-08T00:00:00.0000000 true eng |
title |
Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs |
spellingShingle |
Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs PANPAN REN Feng-yu Wang |
title_short |
Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs |
title_full |
Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs |
title_fullStr |
Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs |
title_full_unstemmed |
Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs |
title_sort |
Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs |
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67449cd9cb3fe24b527123435dd6db9d 6734caa6d9a388bd3bd8eb0a1131d0de |
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67449cd9cb3fe24b527123435dd6db9d_***_PANPAN REN 6734caa6d9a388bd3bd8eb0a1131d0de_***_Feng-yu Wang |
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PANPAN REN Feng-yu Wang |
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PANPAN REN Feng-yu Wang |
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Journal article |
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Infinite Dimensional Analysis, Quantum Probability and Related Topics |
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23 |
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2050018 |
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10.1142/s0219025720500186 |
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World Scientific Publishing Co Pte Ltd |
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Faculty of Science and Engineering |
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Faculty of Science and Engineering |
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Faculty of Science and Engineering |
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2020-09-01T09:00:55Z |
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