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Distribution Dependent Stochastic Differential ... 9811280142 Book Cover

Distribution Dependent Stochastic Differential ...

Edition Description

Corresponding to the link of It '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...

Edition Details
Format:Hardcover
Language:English
ISBN:9811280142
Format: Hardcover
Condition:
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