A difference method for the McKean–Vlasov equation

Giuseppe Maria Coclite, Nils Henrik Risebro

Type: Article

Publication Date: 2019-09-13

Citations: 4

DOI: https://doi.org/10.1007/s00033-019-1196-x

View Publication

Download PDF

Locations

Zeitschrift für angewandte Mathematik und Physik - View
Duo Research Archive (University of Oslo) - View - PDF

Similar Works

Action	Title	Year	Authors
+	A difference scheme for Vlasov's equation	1971	J. Nührenberg
+	A difference scheme for Vlasov's equation	1976	V. I. Telegin
+ PDF Chat	Modified Lawson Methods for Vlasov Equations	2024	Benjamin Boutin Anaïs Crestetto Nicolas Crouseilles Josselin Massot
+	Numerical methods for the Vlasov equation	2003	Francis Filbet Éric Sonnendrücker
+ PDF Chat	Theory and applications of the Vlasov equation	2015	Ф. Пегораро F. Califano Giovanni Manfredi P. Morrison
+	A method for the numerical solution of Vlasov's equation	1980	N. B. Esikova
+	The Vlasov Equation: Some Mathematical Aspects	1988	Hans Babovsky Helmut Neunzert
+	Particle Method for the McKean-Vlasov equation with common noise	2024	Théophile Le Gall
+	Vlasov equations	1979	R. L. Dobrushin
+	4 Difference methods for the Korteweg–de Vries equation	2023	Zhizhong Sun Qifeng Zhang Guang‐hua Gao
+	The error of the Donnell - Vlasov equations	1970	Б. В. Нерубайло V. A. Sibiryakov
+	A numerical solution to the Vlasov equation	1999	E. Fijalkow
+	Spectral Methods and the One Dimensional Vlasov Equation	1996	Russell Cottam
+	5 Difference methods for the Camassa–Holm equation	2023	Zhi‐zhong Sun Qifeng Zhang Guang‐hua Gao
+	A difference scheme for the coupled KdV equation	1999	Shaohong Zhu
+ PDF Chat	Vlasov-Maxwell Equations	1990	Walter A. Strauss
+	Anti-symmetric and positivity preserving formulation of a spectral method for Vlasov-Poisson equations	2024	Opal Issan Oleksandr Koshkarov Federico David Halpern Boris Krämer Gian Luca Delzanno
+	Difference methods for solutions of problems of mathematical physics, 1	1967	N. N. Ianenko
+	The Vlasov Equation with Infinite Mass	2001	Emanuele Caglioti S. Caprino Carlo Marchioro Mario Pulvirenti
+	8 Difference methods for the Zakharov equation	2023	Zhizhong Sun Qifeng Zhang Guang‐hua Gao

Works That Cite This (4)

Action	Title	Year	Authors
+	The unique identification of variable-order fractional wave equations	2021	Xiangcheng Zheng Hong Wang
+	Well-posedness and regularity of Caputo–Hadamard fractional stochastic differential equations	2021	Zhiwei Yang Xiangcheng Zheng Hong Wang
+	Wellposedness and smoothing properties of history-state-based variable-order time-fractional diffusion equations	2020	Xiangcheng Zheng Hong Wang
+	Numerical approximation and error analysis for Caputo–Hadamard fractional stochastic differential equations	2022	Zhiwei Yang

Works Cited by This (4)

Action	Title	Year	Authors
+	Topics in propagation of chaos	1991	Alain‐Sol Sznitman
+ PDF Chat	Compact sets in the spaceL p (O,T; B)	1986	Jacques Simon
+	A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty	2016	Giuseppe Maria Coclite Oleg Reichmann Nils Henrik Risebro
+	A nonlinear partial integro-differential equation from mathematical finance	2010	Frédéric Abergel Rémi Tachet