Particle approximations for a class of stochastic partial differential equations
From MaRDI portal
Recommendations
- Some stochastic particle methods for nonlinear parabolic PDEs
- Particle representations for stochastic partial differential equations with boundary conditions
- scientific article; zbMATH DE number 1779817
- Approximations of stochastic partial differential equations
- On the Matrix Square Root
- A dynamical approximation for stochastic partial differential equations
- Stochastic particle approximation for measure valued solutions of the 2D Keller-Segel system
- scientific article; zbMATH DE number 1971700
- scientific article; zbMATH DE number 440439
Cited in
(25)- Semi-implicit Milstein approximation scheme for non-colliding particle systems
- A completely discrete particle model derived from a stochastic partial differential equation by point systems
- scientific article; zbMATH DE number 1583966 (Why is no real title available?)
- Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises
- Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients
- scientific article; zbMATH DE number 1971700 (Why is no real title available?)
- The numerical approximation of stochastic partial differential equations
- Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations
- Euler time discretization of backward doubly SDEs and application to semilinear SPDEs
- A branching particle approximation to a filtering micromovement model of asset price
- Particle filters in a multiscale environment: with application to the Lorenz-96 atmospheric model
- Some stochastic particle methods for nonlinear parabolic PDEs
- Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model
- A simulation approach to optimal stopping under partial information
- Solving parabolic stochastic partial differential equations via averaging over characteristics
- How to avoid the curse of dimensionality: scalability of particle filters with and without importance weights
- A branching particle system approximation for nonlinear stochastic filtering
- Application of the lent particle method to Poisson-driven SDEs
- A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS(SDES) WITH JUMPS DERIVED BY PARTICLE REPRESENTATIONS
- New particle representations for ergodic McKean-Vlasov SDEs
- Stochastic approximations to curve-shortening flows via particle systems
- Iterative multilevel particle approximation for McKean-Vlasov SDEs
- On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
- scientific article; zbMATH DE number 2134054 (Why is no real title available?)
- A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle
This page was built for publication: Particle approximations for a class of stochastic partial differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q861499)
