McKean–Vlasov process
From Infogalactic: the planetary knowledge core
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.[1][2] The equations are a model for Vlasov equation and were first studied by Henry McKean in 1966.[3]
References
<templatestyles src="Asbox/styles.css"></templatestyles>