McKean–Vlasov process
id:
mckean-vlasov-process-169-10177903
title:
McKean–Vlasov process
text:
In probability theory, a McKean–Vlasov process is a stochastic process described by a stochastic differential equation where the coefficients of the diffusion depend on the distribution of the solution itself. The equations are a model for Vlasov equation and were first studied by Henry McKean in 1966. It is an example of propagation of chaos, in that it can be obtained as a limit of a mean-field system of interacting particles: as the number of particles tends to infinity, the interactions betw
brand slug:
wiki
category slug:
encyclopedia
description:
Stochastic diffusion process in probability theory
original url:
https://en.wikipedia.org/wiki/McKean%E2%80%93Vlasov_process
date created:
2013-01-23T20:07:43Z
date modified:
2024-08-31T14:56:33Z
main entity:
{"identifier":"Q6801719","url":"https://www.wikidata.org/entity/Q6801719"}
image:
fields total:
13
integrity:
15