Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / 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 @@
+Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws
+Normal rank
@@ Property / cites work @@
+COMPARISON OF A STOCHASTIC PARTICLE METHOD AND A FINITE VOLUME DETERMINISTIC METHOD APPLIED TO BURGERS EQUATION
+Normal rank
@@ Property / cites work @@
+Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
+Normal rank
@@ Property / cites work @@
+Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation
+Normal rank
@@ Property / cites work @@
+A stochastic particle method for the McKean-Vlasov and the Burgers equation
+Normal rank
@@ Property / cites work @@
+Mean-field stochastic differential equations and associated PDEs
+Normal rank
@@ Property / cites work @@
+Multilevel simulation of functionals of Bernoulli random variables with application to basket credit derivatives
+Normal rank
@@ Property / cites work @@
+Control of McKean-Vlasov dynamics versus mean field games
+Normal rank
@@ Property / cites work @@
+A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria
+Normal rank
@@ Property / cites work @@
+Global solvability of a networked integrate-and-fire model of McKean-Vlasov type
+Normal rank
@@ Property / cites work @@
+Particle systems with a singular mean-field self-excitation. Application to neuronal networks
+Normal rank
@@ Property / cites work @@
+On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Path Simulation
@@ Property / cites work: Multilevel Monte Carlo Path Simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Approximation of Distribution Functions and Densities
+Normal rank
@@ Property / cites work @@
+Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation
+Normal rank
@@ Property / cites work @@
+Q4433869
@@ Property / cites work: Q4433869 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing
+Normal rank
@@ Property / cites work @@
+SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
+Normal rank
@@ Property / cites work @@
+Q4529788
@@ Property / cites work: Q4529788 / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel Richardson-Romberg extrapolation
@@ Property / cites work: Multilevel Richardson-Romberg extrapolation / 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 @@
+Q5533878
@@ Property / cites work: Q5533878 / rank @@
+Normal rank
@@ Property / cites work @@
+Turbulent Flows
@@ Property / cites work: Turbulent Flows / rank @@
+Normal rank
@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
+Normal rank
@@ Property / cites work @@
+Expansion of the global error for numerical schemes solving stochastic differential equations
+Normal rank
@@ Property / Wikidata QID @@
+Q127459583
@@ Property / Wikidata QID: Q127459583 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2330461