Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109): Difference between revisions

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+Rate of convergence of a particle method to the solution of the McKean-Vlasov equation
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+Asymptotic and non asymptotic approximations for option valuation
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+McKean–Vlasov Limit in Portfolio Optimization
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+A stochastic particle method for the McKean-Vlasov and the Burgers equation
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+Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
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+Control of McKean-Vlasov dynamics versus mean field games
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+A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations
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+Global solvability of a networked integrate-and-fire model of McKean-Vlasov type
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+Q5520962
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+Capital distribution and portfolio performance in the mean-field Atlas model
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+Analytical Expansions for Parabolic Equations
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+Q4895007
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+Q4435813
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+Q3358031
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+A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations
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+A wavelet particle approximation for McKean-Vlasov and 2D-Navier-Stokes statistical solutions
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