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Image-dependent conditional McKean–Vlasov SDEs for measure-valued diffusion processes
Feng-yu Wang 
Journal of Evolution Equations, Volume: 21, Issue: 2, Pages: 2009 - 2045
Swansea University Author:
Feng-yu Wang
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DOI (Published version): 10.1007/s00028-020-00665-z
Abstract
Image-dependent conditional McKean–Vlasov SDEs for measure-valued diffusion processes
| Published in: | Journal of Evolution Equations |
|---|---|
| ISSN: | 1424-3199 1424-3202 |
| Published: |
Springer Science and Business Media LLC
2021
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa56013 |
| Tags: |
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| Keywords: |
Image dependent SDE; Measure-valued diffusion process; Ergodicity; Feynman–Kac formula; Intrinsic/Lions derivative |
|---|---|
| College: |
Faculty of Science and Engineering |
| Issue: |
2 |
| Start Page: |
2009 |
| End Page: |
2045 |