Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean

From MaRDI portal
Publication:4967870


DOI10.1051/proc/201965219MaRDI QIDQ4967870

Benjamin Jourdain, O. Bencheikh

Publication date: 11 July 2019

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.06838


65-XX: Numerical analysis

60-XX: Probability theory and stochastic processes


Related Items



Cites Work