A Fourier-based Picard-iteration approach for a class of McKeanâVlasov SDEs with Lévy jumps
Agarwal, Ankush, Pagliarani, StefanoJournal:
Stochastics
DOI:
10.1080/17442508.2020.1771337
Date:
June, 2020
File:
PDF, 2.62 MB
2020