Fokker–Planck equations with terminal condition and related McKean probabilistic representation
Crossref DOI link: https://doi.org/10.1007/s00030-021-00736-1
Published Online: 2022-01-08
Published Print: 2022-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Izydorczyk, Lucas
Oudjane, Nadia
Russo, Francesco
Tessitore, Gianmario
Funding for this research was provided by:
ANR (ANR-11-LABX-0056-LM)
Text and Data Mining valid from 2022-01-01
Version of Record valid from 2022-01-01
Article History
Received: 29 July 2020
Accepted: 10 November 2021
First Online: 8 January 2022