zbMath0854.65116MaRDI QIDQ4895010
Denis Talay
Publication date: 22 January 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations,
Rate of convergence of a particle method to the solution of the McKean-Vlasov equation,
Asymptotic properties of Monte Carlo estimators of diffusion processes,
Euler scheme and tempered distributions,
Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds,
Efficient parallel solution of nonlinear parabolic partial differential equations by a probabilistic domain decomposition,
First-order weak balanced schemes for stochastic differential equations,
Weak backward error analysis for Langevin process,
Some remarks on the numerical approximation of stochastic differential equations,
Convergence of the stochastic Euler scheme for locally Lipschitz coefficients,
Wind Simulation Refinement: Some New Challenges for Particle Methods,
A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\),
Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations,
Stochastic downscaling method: application to wind refinement,
Weak order for the discretization of the stochastic heat equation,
Analysis of splitting methods for reaction-diffusion problems using stochastic calculus,
Adaptive schemes for the numerical solution of SDEs -- a comparison,
Weak approximation of stochastic partial differential equations: the nonlinear case,
STOCHASTIC SOLUTION OF CAUCHY QUASILINEAR SCHEME AND ALVAREZ-LIONS-MOREL ANISOTROPIC DIFFUSION PDE,
On Probabilistic Analytical and Numerical Approaches for Divergence Form Operators with Discontinuous Coefficients,
Probabilistically induced domain decomposition methods for elliptic boundary-value problems,
Numerical solution of conservative finite-dimensional stochastic Schrödinger equations,
Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term,
Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient
