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McKean–Vlasov process
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McKean–Vlasov process : ウィキペディア英語版
McKean–Vlasov process
In probability theory, a McKean–Vlasov process is a stochastic process described by a stochastic differential equation where the coefficients of the diffusion depend on the distribution of the solution itself. The equations are a model for Vlasov equation and were first studied by Henry McKean in 1966.
==References==



抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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