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Particles systems and numerical schemes for mean reflected stochastic differential equations - MaRDI portal

Particles systems and numerical schemes for mean reflected stochastic differential equations (Q2657927)

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Particles systems and numerical schemes for mean reflected stochastic differential equations
scientific article

    Statements

    title
    Particles systems and numerical schemes for mean reflected stochastic differential equations (English)
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    author
    Philippe Briand
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    Céline Labart
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    Arnaud Guillin
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    publication date
    18 March 2021
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    zbMATH Keywords
    McKean-Vlasov SDE
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    mean-reflected
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    particle system
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    Identifiers

    DOI
    10.1214/19-AAP1546
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    zbMATH DE Number
    7325628
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    arXiv ID
    1612.06886
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