Probabilistic interpretation and numerical approximation of a Kac equation without cutoff
DOI10.1016/S0304-4149(99)00056-3zbMath1009.76081OpenAlexW2077363599WikidataQ127097182 ScholiaQ127097182MaRDI QIDQ1613657
Laurent Desvillettes, Carl Graham, Sylvie Méléard
Publication date: 29 August 2002
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00056-3
stochastic differential equationrate of convergencenumerical approximationunique solutionstochastic particle systemsprobabilistic interpretationnoncutoff Kac equationnonlinear pure-jump Markov process
Stochastic analysis applied to problems in fluid mechanics (76M35) Rarefied gas flows, Boltzmann equation in fluid mechanics (76P05) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
Related Items (22)
Cites Work
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