Projected Particle Methods for Solving McKean--Vlasov Stochastic Differential Equations (Q4554051)

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scientific article; zbMATH DE number 6974476
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Projected Particle Methods for Solving McKean--Vlasov Stochastic Differential Equations
scientific article; zbMATH DE number 6974476

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    Projected Particle Methods for Solving McKean--Vlasov Stochastic Differential Equations (English)
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    7 November 2018
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    McKean-Vlasov equations
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    particle systems
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    projection estimators
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    explicit solutions
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