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

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-John G. M. Schoenmakers
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+John G. M. Schoenmakers
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+.08087
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+Rate of convergence of a particle method to the solution of the McKean-Vlasov equation
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@@ Property / cites work @@
+On conditional McKean Lagrangian stochastic models
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+Nonlinear Fokker-Planck equations. Fundamentals and applications.
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+A certain class of diffusion processes associated with nonlinear parabolic equations
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+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
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+Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs
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+Q3559179
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@@ Property / cites work @@
+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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+Q4895007
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+Q4061445
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+W2963848927
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+Q129008213
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+Publication:4554051