Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (Q1704027): Difference between revisions

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+Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation
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+A stochastic particle method for the McKean-Vlasov and the Burgers equation
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+Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives
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+A Fast Adaptive Multipole Algorithm for Particle Simulations
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+Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
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+A continuation multilevel Monte Carlo algorithm
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+Particle-Based Multiscale Modeling of Calcium Puff Dynamics
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+From individual to collective behaviour of coupled velocity jump processes: a locust example
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+A Cucker--Smale Model with Noise and Delay
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+On the McKean-Vlasov Limit for Interacting Diffusions
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+Q3504233
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+Multilevel Monte Carlo Path Simulation
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+Multilevel Monte Carlo Methods
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+Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation
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+A fast algorithm for particle simulations
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+Multi-index Monte Carlo: when sparsity meets sampling
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+Optimization of mesh hierarchies in multilevel Monte Carlo samplers
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+Q4433869
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+Q4004325
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+On mean field games with common noise and McKean-Vlasov SPDEs
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+On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters
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+Multilevel Monte Carlo simulation of Coulomb collisions
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+journals/sac/Haji-AliT18
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