Particle system algorithm and chaos propagation related to...

Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations

Le Cavil, Anthony, Oudjane, Nadia, Russo, Francesco
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Volume:
5
Language:
english
Journal:
Stochastics and Partial Differential Equations: Analysis and Computations
DOI:
10.1007/s40072-016-0079-9
Date:
March, 2017
File:
PDF, 829 KB
english, 2017
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