Pages that link to "Item:Q1872380"
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The following pages link to Rate of convergence of a particle method to the solution of the McKean-Vlasov equation (Q1872380):
Displaying 31 items.
- Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← links)
- Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
- Smoothing properties of McKean-Vlasov SDEs (Q1647925) (← links)
- A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations (Q1872347) (← links)
- Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680) (← links)
- Wong-Zakai approximations and support theorems for stochastic McKean-Vlasov equations (Q2093081) (← 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)
- Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients (Q2135203) (← links)
- Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730) (← links)
- Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461) (← links)
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
- An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables (Q2664765) (← links)
- Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations (Q2685800) (← links)
- THE CONVERGENCE OF THE PARTICLE METHOD FOR THE VLASOV–POISSON SYSTEM WITH EQUALLY SPACED INITIAL DATA POINTS (Q2780760) (← links)
- Convergence of Diffusion-Drift Many Particle Systems in Probability Under a Sobolev Norm (Q2832857) (← links)
- On the Convergence of Particle Methods for Multidimensional Vlasov–Poisson Systems (Q3823363) (← links)
- Projected Particle Methods for Solving McKean--Vlasov Stochastic Differential Equations (Q4554051) (← links)
- Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs (Q4595786) (← links)
- Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary (Q5015424) (← links)
- Rate of convergence for particle approximation of PDEs in Wasserstein space (Q5049892) (← links)
- A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642) (← links)
- Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems (Q5217945) (← links)
- Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction (Q6103256) (← links)
- The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (Q6107313) (← links)
- Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes (Q6107316) (← links)
- Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations (Q6107317) (← links)
- An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion (Q6143058) (← links)
- Functional convex order for the scaled McKean-Vlasov processes (Q6179331) (← links)
- A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models (Q6619591) (← links)
- Convergence to equilibrium for a degenerate McKean-Vlasov equation (Q6658260) (← links)
