In probability theory, a McKean–Vlasov process is a stochastic process described by a stochastic differential equation where the coefficients of the diffusion...

Vlasov (footballer, born 1965), Russian football player Anatoly Vlasov (1908–1975), Soviet physicist, author of the Vlasov equation and McKean–Vlasov...

Theorems, Cambridge University Press, 2014 McKean's theorem McKean–Vlasov process "A Tribute to Henry P. McKean Jr" (PDF). Notices of the American Mathematical...

statistics, econometrics, and signal processing, an autoregressive (AR) model is a representation of a type of random process; as such, it can be used to describe...

statistics, diffusion processes are a class of continuous-time Markov process with almost surely continuous sample paths. Diffusion process is stochastic in...

{\displaystyle \max(F_{T}-K,\;0)} under the probability distribution of the process F t {\displaystyle F_{t}} . Except for the special cases of β = 0 {\displaystyle...

of a Markov process whose transition probabilities depend on the distributions of the current random states (see McKean–Vlasov processes, nonlinear filtering...

functions of the variables. A one-dimensional GRF is also called a Gaussian process. An important special case of a GRF is the Gaussian free field. With regard...

himself was influenced by Hédi Soula. Galves and Löcherbach referred to the process that Cessac described as "a version in a finite dimension" of their own...

statistics, a continuous-time stochastic process, or a continuous-space-time stochastic process is a stochastic process for which the index variable takes a...

calibrate. Numerous calibration methods are developed to deal with the McKean-Vlasov processes including the most used particle and bin approach. Also, they lead...

1989 Gärtner and Dawson wrote a series of important papers on the McKean-Vlasov process. Their results were extended by other mathematicians in the 1990s...

particle is represented by McKean-Vlasov diffusion processes, reaction–diffusion systems, or Boltzmann type collision processes. As its name indicates, the...

E. (2006). "Large Population Stochastic Dynamic Games: Closed-Loop McKean–Vlasov Systems and the Nash Certainty Equivalence Principle". Communications...