Pages that link to "Item:Q1872347"

The following pages link to A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations (Q1872347):

Displaying 19 items.

• Mean-field equations for stochastic firing-rate neural fields with delays: derivation and noise-induced transitions (Q449062) (← links)
• Mean-field backward stochastic differential equations and related partial differential equations (Q734629) (← links)
• Numerical methods for mean-field stochastic differential equations with jumps (Q820736) (← links)
• Mean-field backward stochastic differential equations: A limit approach (Q838008) (← links)
• Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
• Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
• Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
• A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
• Statistical deconvolution of the free Fokker-Planck equation at fixed time (Q2136995) (← links)
• Large deviations of mean-field stochastic differential equations with jumps (Q2339516) (← links)
• A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
• A wavelet particle approximation for McKean-Vlasov and 2D-Navier-Stokes statistical solutions (Q2469500) (← links)
• Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations (Q2808056) (← links)
• Coupling index and stocks (Q2869971) (← links)
• Existence, uniqueness and convergence of a particle approximation for the Adaptive Biasing Force process (Q4933346) (← links)
• A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642) (← links)
• Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion (Q5742381) (← links)
• \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations (Q6103736) (← links)
• Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312) (← links)