output
20022026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

researchers with a paper here
collaborating institutions
Showing 2020 · math.PRShow all

1 paper · 2 filters

math.PR2020

Vlasov limit for a chain of oscillators with Kac potentials

Alejandro Fernandez Montero

We consider a chain of anharmonic oscillators with local mean field interaction and long-range stochastic exchanges of velocity. Even if the particles are not exchangeable, we prov…