Existence, uniqueness and convergence of a particle approximation for the adaptive biasing force process (Q4933346)
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scientific article; zbMATH DE number 5798935
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| English | Existence, uniqueness and convergence of a particle approximation for the adaptive biasing force process |
scientific article; zbMATH DE number 5798935 |
Statements
Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process (English)
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12 October 2010
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conditional McKean nonlinearity, interacting particle systems
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adaptive biasing force method
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nonlinear stochastic differential equation
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Nadaraya-Watson estimator
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convergence
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numerical examples
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0.8099370002746582
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0.7801817655563354
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0.7670809030532837
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0.747809648513794
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0.7421356439590454
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