Rate of convergence of a particle method to the solution of the McKean-Vlasov equation
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Publication:1872380
DOI10.1214/aoap/1026915611zbMath1015.60048OpenAlexW2086872802MaRDI QIDQ1872380
Arturo Kohatsu-Higa, Fabio Antonelli
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1026915611
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Ordinary differential equations and systems with randomness (34F05)
Related Items (20)
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