Pages that link to "Item:Q861499"
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The following pages link to Particle approximations for a class of stochastic partial differential equations (Q861499):
Displaying 24 items.
- Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206) (← links)
- A branching particle system approximation for nonlinear stochastic filtering (Q370932) (← links)
- A branching particle approximation to a filtering micromovement model of asset price (Q453787) (← links)
- The numerical approximation of stochastic partial differential equations (Q627037) (← links)
- Application of the lent particle method to Poisson-driven SDEs (Q662825) (← links)
- A simulation approach to optimal stopping under partial information (Q1045791) (← links)
- Stochastic approximations to curve-shortening flows via particle systems (Q1416457) (← links)
- Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model (Q2190694) (← links)
- Semi-implicit Milstein approximation scheme for non-colliding particle systems (Q2323707) (← links)
- Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461) (← links)
- On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players (Q2514577) (← links)
- Numerical solutions for a class of SPDEs with application to filtering (Q2707632) (← links)
- A completely discrete particle model derived from a stochastic partial differential equation by point systems (Q2882581) (← links)
- Solving parabolic stochastic partial differential equations via averaging over characteristics (Q3055189) (← links)
- PARTICLE FILTERS IN A MULTISCALE ENVIRONMENT: WITH APPLICATION TO THE LORENZ-96 ATMOSPHERIC MODEL (Q3174009) (← links)
- Some stochastic particle methods for nonlinear parabolic PDEs (Q3375310) (← links)
- Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations (Q3578046) (← links)
- Rate of Convegence of a Stochastic Particle Method for the Kolmogorov Equation with Variable Coefficients (Q4317661) (← links)
- (Q4421347) (← links)
- How to Avoid the Curse of Dimensionality: Scalability of Particle Filters with and without Importance Weights (Q4621283) (← links)
- A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS(SDES) WITH JUMPS DERIVED BY PARTICLE REPRESENTATIONS (Q4673266) (← links)
- New particle representations for ergodic McKean-Vlasov SDEs (Q4967864) (← links)
- Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises (Q6038472) (← links)
- A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle (Q6548536) (← links)
