Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730): Difference between revisions

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+Q115345858
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+.10870
@@ Property / arXiv ID: 2103.10870 / rank @@
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+A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps
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+Rate of convergence of a particle method to the solution of the McKean-Vlasov equation
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+Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations
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+Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval
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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 numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis
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+On the McKean-Vlasov Limit for Interacting Diffusions
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+Multilevel Monte Carlo Path Simulation
@@ Property / cites work: Multilevel Monte Carlo Path Simulation / rank @@
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+Q4433869
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+Interacting diffusions and trees of excursions: convergence and comparison
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+Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations
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+Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime
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+Q3236483
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+Multilevel Richardson-Romberg extrapolation
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+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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+A law of large numbers for moderately interacting diffusion processes
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+Q3871809
@@ Property / cites work: Q3871809 / rank @@
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@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
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+Iterative multilevel particle approximation for McKean-Vlasov SDEs
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