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A Stochastic Particle Method with Random Weights for the Computation of Statistical Solutions of McKean-Vlasov Equations
Denis Talay and Olivier VaillantVolume:
13
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/1193140
Date:
February, 2003
File:
PDF, 749 KB
english, 2003