Approximate mcKean-Vlasov representations for a class of sPDEs

Stochastics

Volumn 82, Issue 1, 2010, Pages 53-68

  Crisan, Dan ^a   Xiong, Jie ^b,c  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF TENNESSEE   (United States)

^c Hebei Normal University   (Taiwan)

Author keywords

Kushner stratonovitch equation; McKean vlasov equations; Non linear diffusions; Particle approximations; Stochastic partial differential equations; Zakai equation

Indexed keywords

EID: 76849109369     PISSN: 17442508     EISSN: 17442516     Source Type: Journal    
DOI: 10.1080/17442500902723575     Document Type: Article

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