Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation.
| Autor: | Liu, Yating1 liu@ceremade.dauphine.fr |
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| Zdroj: | ESAIM: Mathematical Modelling & Numerical Analysis (ESAIM: M2AN). Mar/Apr2024, Vol. 58 Issue 2, p571-612. 42p. |
| Databáze: | Academic Search Ultimate |
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