McKean stochastic differential equation
McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
23
Optimal Quantization: Limit Theorems, Clustering and Simulation of the McKean-Vlasov Equation
232
Stochastic differential equations : strong well-posedness of singular and degenerate equations; numerical analysis of decoupled forward backward systems of McKean-Vlasov type
149
Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations
25
Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications *
26
Mean Field Forward-Backward Stochastic Differential Equations
16
Extended McKean-Vlasov optimal stochastic control applied to smart grid management
32
A cubature based algorithm to solve decoupled McKean-Vlasov Forward Backward Stochastic Differential Equations
44
Dynamic programming for optimal control of stochastic McKean-Vlasov dynamics
34
Weak error analysis for time and particle discretizations of some stochastic differential equations non linear in the sense of McKean
141
Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics
39
Zero-sum stochastic differential games of generalized McKean-Vlasov type *
34
Multidimensional stochastic differential equations with distributional drift
26
A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation.
68
Switching Game of Backward Stochastic Differential Equations and Associated System of Obliquely Reflected Backward Stochastic Differential Equations
23
Obliquely Reflected Backward Stochastic Differential Equations
42
Image Denoising using Stochastic Differential Equations
34
Averaging principle for stochastic differential equations
57
Stochastic spikes and strong noise limits of stochastic differential equations
34
A veraging principle for stochastic differential equations
57