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COMPARISON OF A STOCHASTIC PARTICLE METHOD AND A FINITE VOLUME DETERMINISTIC METHOD APPLIED TO BURGERS EQUATION
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COMPARISON OF A STOCHASTIC PARTICLE METHOD AND A FINITE VOLUME DETERMINISTIC METHOD APPLIED TO BURGERS EQUATION (1997)COMPARISON OF A STOCHASTIC PARTICLE METHO…Iterative multilevel particle approximation for McKean–Vlasov SDEs (2019)Iterative multilevel particle…Introduction to the Theory of Random Processes (2002)Multilevel Monte Carlo Path Simulation (2008)Stochastic differential equations and applications (2008)
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  • 2019Iterative multilevel particle approximation for McKean–Vlasov SDEs24 cited

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