Pages that link to "Item:Q1645109"
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The following pages link to Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109):
Displaying 14 items.
- Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
- Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680) (← links)
- Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients (Q2135203) (← links)
- From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs (Q2246808) (← links)
- Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730) (← links)
- Fast and precise inference on diffusivity in interacting particle systems (Q2696089) (← links)
- OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
- Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary (Q5015424) (← links)
- A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642) (← links)
- McKean--Vlasov SDEs in Nonlinear Filtering (Q5163690) (← links)
- On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations (Q5859958) (← links)
- Importance sampling for McKean-Vlasov SDEs (Q6106020) (← links)
- The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (Q6107313) (← links)
- Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations (Q6107317) (← links)
