On conditional McKean Lagrangian stochastic models
By Mireille Bossy, Jean-François Jabir, Denis Talay. 2011
46 citations recorded by the source corpus.
Subfields: Computational Mechanics, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/d9624d6ddfbac77ad75079d8b740e8fdb04b7ab5
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In Computational Mechanics
In Economics and Econometrics
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Citations in the corpus
- McKean–Vlasov SDEs under measure dependent Lyapunov conditions (2018, methodology): “We refer to [28] for a general overview and to [8, 16] and references within for recent results exploring this method.”
- Mean Field Limit for Stochastic Particle Systems (2017, methodology): “We also refer to [7, 9, 12] and the reference therein for recent developments and to [64] for the quantitative Grunbaum’s duality method.”