A wavelet particle approximation for McKean-Vlasov and 2D-Navier-Stokes statistical solutions

DOI10.1016/J.SPA.2007.04.008zbMath1148.62024OpenAlexW2056591939MaRDI QIDQ2469500

Viet Chi Tran

Publication date: 6 February 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2007.04.008

zbMATH Keywords

numerical discretization scheme of SDEsstochastic particle approximationwavelet regression estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Probabilistic models, generic numerical methods in probability and statistics (65C20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic particle methods (65C35) Statistical solutions of Navier-Stokes and related equations (76D06)

Related Items (3)

Statistical deconvolution of the free Fokker-Planck equation at fixed time ⋮ Analytical approximations of non-linear SDEs of McKean-Vlasov type ⋮ Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process

Uses Software

• wavethresh

Cites Work

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• Asymptotic Statistics
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