A Fourier-based Picard-iteration approach for a class of...

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A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps

Agarwal, Ankush, Pagliarani, Stefano
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Journal:
Stochastics
DOI:
10.1080/17442508.2020.1771337
Date:
June, 2020
File:
PDF, 2.62 MB
2020
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