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A Hilbertian approach for fluctuations on the McKean-Vlasov model · Study

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ArticleA Hilbertian approach for fluctuations on the McKean-Vlasov model

Begoña Fernández1997

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Articlebronze1997

A Hilbertian approach for fluctuations on the McKean-Vlasov model

Begoña Fernández · Sylvie Méléard

62 citations·0/0 files stored·Stochastic Processes and their Applications

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Stochastic processes and financial applications Stochastic processes and statistical mechanics Geometric Analysis and Curvature Flows

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1988On the McKean‐Vlasov Limit for Interacting Diffusions 1985Infinite dimensional analysis and stochastic processes

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2021Nonparametric estimation for interacting particle systems: McKean–Vlasov models 2014Fluctuation analysis for the loss from default 2019A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems

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Year1997

Typearticle

Published1997-10-01

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations62

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0304-4149(97)00067-7

openalex_workW2018222286

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