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ASYMPTOTICS AND HIGH DIMENSIONAL APPROXIMATIONS FOR NONLINEAR PSEUDODIFFERENTIAL EQUATIONS INVOLVING LÉVY GENERATORS

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DOI10.1515/dema-2001-0218zbMath0986.35148OpenAlexW216945092MaRDI QIDQ2732358

Grzegorz Karch, Piotr Biler, Wojbor A. Woyczyński

Publication date: 13 June 2002

Published in: Demonstratio Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dema-2001-0218


zbMATH Keywords

asymptoticsinteracting particle systemsCauchy problem for nonlinear pseudodifferential equationsMonte Carlo-type approximations


Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) KdV equations (Korteweg-de Vries equations) (35Q53) Initial value problems for PDEs with pseudodifferential operators (35S10)


Related Items (1)

From power laws to fractional diffusion processes with and without external forces, the non direct way




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