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Probabilistic numerical methods for partial differential equations: Elements of analysis
13 references·10 citing·29 second hop
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Cited by

  • 2010Weak approximation of stochastic partial differential equations: the nonlinear case129 cited
  • 2007An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion

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65 cited
  • 2005Euler scheme and tempered distributions57 cited
  • 2012Counterparty Risk Valuation: A Marked Branching Diffusion Approach57 cited
  • 2002Rate of convergence of a particle method to the solution of the McKean--Vlasov equation55 cited
  • 2011Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients46 cited
  • 2003A stochastic particle method with random weights for the computation of statistical solutions of McKean-Vlasov equations44 cited
  • 2005Some stochastic particle methods for nonlinear parabolic PDEs37 cited
  • 2006Concentration Inequalities for Euler Schemes30 cited
  • 2005Adaptive approach for nonlinear sensitivity analysis of reaction kinetics17 cited