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Distribution Dependent Stochastic Differential Equations (World Scientific
- Item No : 376350067889
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- Current Bid : US $137.18
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* Item Description
- Corresponding to the link of Itô's stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize nonlinear Fokker-Planck equations. To restrict a DDSDE in a domain, we consider the reflection boundary by following the line of A V Skorohod (1961).
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