Projected Particle Methods for Solving McKean--Vlasov Stochastic Differential Equations (Q4554051): Difference between revisions

@@ Property / author @@
+John G. M. Schoenmakers
@@ Property / author: John G. M. Schoenmakers / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.08087
@@ Property / arXiv ID: 1708.08087 / rank @@
+Normal rank
@@ Property / cites work @@
+Rate of convergence of a particle method to the solution of the McKean-Vlasov equation
+Normal rank
@@ Property / cites work @@
+On conditional McKean Lagrangian stochastic models
+Normal rank
@@ Property / cites work @@
+Nonlinear Fokker-Planck equations. Fundamentals and applications.
+Normal rank
@@ Property / cites work @@
+A certain class of diffusion processes associated with nonlinear parabolic equations
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs
+Normal rank
@@ Property / cites work @@
+Q3559179
@@ Property / cites work: Q3559179 / rank @@
+Normal rank
@@ Property / cites work @@
+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
+Normal rank
@@ Property / cites work @@
+Q4895007
@@ Property / cites work: Q4895007 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4061445
@@ Property / cites work: Q4061445 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963848927
@@ Property / OpenAlex ID: W2963848927 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q129008213
@@ Property / Wikidata QID: Q129008213 / rank @@
+Normal rank