Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461)

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Iterative multilevel particle approximation for McKean-Vlasov SDEs
scientific article

    Statements

    title
    Iterative multilevel particle approximation for McKean-Vlasov SDEs (English)
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    author
    Lukasz Szpruch
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    Shuren Tan
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    Alvin Tse
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    publication date
    22 October 2019
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    zbMATH Keywords
    McKean-Vlasov SDEs
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    stochastic interacting particle systems
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    nonlinear Fokker-Planck equations
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    probabilistic numerical analysis
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    cites work
    Q4433869
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    Q4529788
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    Q4895007
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    Q5533878
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    Turbulent Flows
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    Q3358031
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    Identifiers

    DOI
    10.1214/18-AAP1452
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    Mathematics Subject Classification ID
    65C30
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    60H35
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    60H30
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    zbMATH DE Number
    7120708
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    Wikidata QID
    Q127459583
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