This is a preview. Log in through your library . Abstract In this paper I present an alternative derivation of the asymptotic distribution of Kremers, Ericsson, and Dolado's (1992, "Oxford Bulletin of ...
VISCOSITY SOLUTIONS TO PARABOLIC MASTER EQUATIONS AND MCKEAN–VLASOV SDES WITH CLOSED-LOOP CONTROLS
The master equation is a type of PDE whose state variable involves the distribution of certain underlying state process. It is a powerful tool for studying the limit behavior of large interacting ...
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