Pages that link to "Item:Q3375310"
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The following pages link to Some stochastic particle methods for nonlinear parabolic PDEs (Q3375310):
Displaying 27 items.
- Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
- Application of the lent particle method to Poisson-driven SDEs (Q662825) (← links)
- Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← links)
- Stable particle methods based on Lagrangian kernels (Q704587) (← links)
- Mean-field backward stochastic differential equations and related partial differential equations (Q734629) (← links)
- Mean-field backward stochastic differential equations: A limit approach (Q838008) (← links)
- Particle approximations for a class of stochastic partial differential equations (Q861499) (← links)
- A particle method for some parabolic equations (Q1392780) (← links)
- Smoothing properties of McKean-Vlasov SDEs (Q1647925) (← links)
- Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
- Une méthode particulaire pour les équations non linéaires de diffusion convection en dimension un. (A particle method for nonlinear one-dimensional diffusion-convection equations) (Q1813815) (← links)
- A stochastic particle method for some one-dimensional nonlinear p.d.e (Q1897656) (← links)
- Stochastic downscaling method: application to wind refinement (Q2001956) (← links)
- Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
- Propagation of chaos: a review of models, methods and applications. II: Applications (Q2088753) (← links)
- Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
- A higher order weak approximation of McKean-Vlasov type SDEs (Q2132430) (← links)
- Semi-implicit Milstein approximation scheme for non-colliding particle systems (Q2323707) (← links)
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
- Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy (Q2672736) (← links)
- Pathwise regularisation of singular interacting particle systems and their mean field limits (Q2698489) (← links)
- A stochastic methodology for nonlinear partial differential equations (Q2751245) (← links)
- Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton-Jacobi-Bellman equations (Q2808056) (← links)
- On the Matrix Square Root (Q4230430) (← links)
- An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565) (← links)
- A class of dimension-free metrics for the convergence of empirical measures (Q6072907) (← links)
- Classical solution of path-dependent mean-field semilinear PDEs (Q6595706) (← links)
