A stochastic particle method for the McKean-Vlasov and the Burgers equation
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
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