Approximation of non-linear SPDEs with additive noise via weighted interacting particles systems: the stochastic McKean-Vlasov equation

M. Kolodziejczyk, Letizia Angeli, Dan Crisan, M. Ottobre

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic particle methods (65C35) Vlasov equations (35Q83) PDEs in connection with mechanics of particles and systems of particles (35Q70) Stochastic analysis in statistical mechanics (82M60)

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