Pages that link to "Item:Q5691006"

The following pages link to A stochastic particle method for the McKean-Vlasov and the Burgers equation (Q5691006):

Displaying 50 items.

• Stochastic nonlinear equations describing the mesoscopic voltage-gated ion channels (Q274840) (← links)
• Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
• Numerical approximation of the solution in infinite dimensional global optimization using a representation formula (Q288225) (← links)
• Large systems of diffusions interacting through their ranks (Q424497) (← links)
• Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
• Convergence of a stochastic particle approximation for fractional scalar conservation laws (Q544501) (← links)
• Concentration inequalities for mean field particle models (Q549866) (← links)
• Numerical study of interacting particles approximation for integro-differential equations (Q556315) (← links)
• Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application (Q668822) (← links)
• 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)
• Numerical methods for mean-field stochastic differential equations with jumps (Q820736) (← links)
• Mean-field backward stochastic differential equations: A limit approach (Q838008) (← links)
• Equilibrium large deviations for mean-field systems with translation invariance (Q1617149) (← links)
• Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
• Smoothing properties of McKean-Vlasov SDEs (Q1647925) (← links)
• A multiscale modelling approach for the regulation of the cell cycle by the circadian clock (Q1702268) (← links)
• Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (Q1704027) (← links)
• A Fokker-Planck control framework for stochastic systems (Q1755915) (← links)
• Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval (Q1872309) (← links)
• Rate of convergence of a particle method to the solution of the McKean-Vlasov equation (Q1872380) (← links)
• Probabilistic characteristics method for a one-dimensional inviscid scalar conservation law (Q1872381) (← links)
• A BPE model for the Burgers equation (Q1885499) (← links)
• A stochastic maximum principle for a stochastic differential game of a mean-field type (Q1935504) (← links)
• Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
• Central limit theorem over non-linear functionals of empirical measures with applications to the mean-field fluctuation of interacting diffusions (Q2076614) (← links)
• Mean-field Langevin dynamics and energy landscape of neural networks (Q2077356) (← links)
• Propagation of chaos: a review of models, methods and applications. II: Applications (Q2088753) (← links)
• Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (Q2094568) (← links)
• Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
• Periodic solutions in distribution of mean-field stochastic differential equations (Q2106519) (← links)
• Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games. II: The finite horizon case (Q2108885) (← links)
• A higher order weak approximation of McKean-Vlasov type SDEs (Q2132430) (← links)
• A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations (Q2141250) (← links)
• Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations (Q2157859) (← links)
• Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients (Q2158226) (← links)
• Numerical approximation of singular forward-backward SDEs (Q2168288) (← links)
• Monotone convex order for the McKean-Vlasov processes (Q2169075) (← links)
• An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
• An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model (Q2229921) (← links)
• Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations (Q2238979) (← links)
• Antithetic multilevel sampling method for nonlinear functionals of measure (Q2240845) (← links)
• On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913) (← links)
• Selection of equilibria in a linear quadratic mean-field game (Q2289819) (← links)
• Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461) (← links)
• Large deviations of mean-field stochastic differential equations with jumps (Q2339516) (← links)
• A phase transition behavior for Brownian motions interacting through their ranks (Q2380764) (← links)
• Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws (Q2496942) (← links)
• Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations (Q2808056) (← links)
• Large Deviations for Diffusions Interacting Through Their Ranks (Q2812290) (← links)