Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws
Author:
Affiliation:
1. Cermics, Ecole des Ponts, INRIA
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference26 articles.
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3. BENCHEIKH, O. and JOURDAIN, B. (2019). Bias behavior and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean. In CEMRACS 2017—Numerical Methods for Stochastic Models: Control, Uncertainty Quantification, Mean-Field. ESAIM Proc. Surveys 65 219–235. EDP Sci., Les Ulis.
4. BANNER, A. D., FERNHOLZ, R. and KARATZAS, I. (2005). Atlas models of equity markets. Ann. Appl. Probab. 15 2296–2330.
5. BENCHEIKH, O. and JOURDAIN, B. (2022). Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures. J. Approx. Theory 274 Paper No. 105684.
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