Sensitivity of functionals of McKean-Vlasov SDE's with respect to the initial distribution

Fuente: arXiv

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Bibliographic Details
Main Authors:	de Feo, Filippo, Federico, Salvatore, Gozzi, Fausto, Touzi, Nizar
Format:	Preprint
Published:	2024
Subjects:	Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.15906