Convergence of a stochastic particle approximation for fractional scalar conservation laws
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References listed on IDEAS
- BOSSY Mireille & FEZOUI Loula & PIPERNO Serge, 1997. "Comparison Of A Stochastic Particle Method And A Finite Volume Deterministic Method Applied To Burgers Equation," Monte Carlo Methods and Applications, De Gruyter, vol. 3(2), pages 113-140, December.
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- repec:eee:apmaco:v:311:y:2017:i:c:p:240-250 is not listed on IDEAS
- Vassili Kolokoltsov & Marianna Troeva & Wei Yang, 2014. "On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players," Dynamic Games and Applications, Springer, vol. 4(2), pages 208-230, June.
More about this item
KeywordsNonlinear partial differential equations Interacting particle systems Euler scheme [alpha]-stable Lévy processes;
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