Simulation of a simple particle system interacting through hitting times (Q2321051)
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scientific article; zbMATH DE number 7098998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of a simple particle system interacting through hitting times |
scientific article; zbMATH DE number 7098998 |
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Simulation of a simple particle system interacting through hitting times (English)
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28 August 2019
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McKean-Vlasov equations
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particle method
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timestepping scheme
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Brownian bridge
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mean-field problems
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