Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations.
| Autor: | Le Cavil, Anthony, Oudjane, Nadia, Russo, Francesco |
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| Zdroj: | Stochastic Partial Differential Equations: Analysis & Computations; Mar2017, Vol. 5 Issue 1, p1-37, 37p |
| Databáze: | Complementary Index |
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