Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461)
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scientific article; zbMATH DE number 7120708
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| English | Iterative multilevel particle approximation for McKean-Vlasov SDEs |
scientific article; zbMATH DE number 7120708 |
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Iterative multilevel particle approximation for McKean-Vlasov SDEs (English)
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22 October 2019
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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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0.9023547
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0.9001961
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0.89956224
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0.89817446
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0.8967648
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0.8953447
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0.8932314
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