Alvin Tse

activity

20172021

most citedWeak quantitative propagation of chaos via differential calculus on the space of measures

51 citations · 118 across the 6 of their papers we have counts for

collaborators

Showing 2019 · math.PRShow all

2 papers · 2 filters

math.PR2019★ 9 cited

Antithetic multilevel particle system sampling method for McKean-Vlasov SDEs

Łukasz Szpruch, Alvin Tse

Let $μ \in P_{2} (R^{d})$ , where $P_{2} (R^{d})$ denotes the space of square integrable probability measures, and consider a Borel-measurable function $Φ:\…

math.PR2019★ 51 cited

Weak quantitative propagation of chaos via differential calculus on the space of measures

Jean-François Chassagneux, Lukasz Szpruch, Alvin Tse

Consider the metric space $(P_{2} (R^{d}), W_{2})$ of square integrable laws on $R^{d}$ with the topology induced by the 2-Wasserstein distance $W_{2}$ . Let $Φ: \ma…