Pages that link to "Item:Q3375310"

The following pages link to Some stochastic particle methods for nonlinear parabolic PDEs (Q3375310):

Displaying 16 items.

• Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← links)
• Mean-field backward stochastic differential equations and related partial differential equations (Q734629) (← links)
• Mean-field backward stochastic differential equations: A limit approach (Q838008) (← links)
• Smoothing properties of McKean-Vlasov SDEs (Q1647925) (← links)
• Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
• Stochastic downscaling method: application to wind refinement (Q2001956) (← links)
• Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
• Propagation of chaos: a review of models, methods and applications. II: Applications (Q2088753) (← links)
• Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
• A higher order weak approximation of McKean-Vlasov type SDEs (Q2132430) (← links)
• A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
• Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy (Q2672736) (← links)
• Pathwise regularisation of singular interacting particle systems and their mean field limits (Q2698489) (← links)
• Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations (Q2808056) (← links)
• An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
• A class of dimension-free metrics for the convergence of empirical measures (Q6072907) (← links)