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ZENODO
Dataset . 2024
License: CC BY
Data sources: ZENODO
ZENODO
Dataset . 2024
License: CC BY
Data sources: Datacite
ZENODO
Dataset . 2024
License: CC BY
Data sources: Datacite
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Claim

Data for the paper "Particle method for the numerical simulation of the path-dependent McKean-Vlasov equation"

Research datakeyboard_double_arrow_right Dataset 14 Jun 2024Embargo end date: 14 Jun 2024Publisher:Zenodo
Authors: Bernou, Armand; Liu, Yating;

doi: 10.5281/zenodo.11656117 , 10.5281/zenodo.11656118

Data for the paper "Particle method for the numerical simulation of the path-dependent McKean-Vlasov equation"

Abstract

This deposit contains the data obtained by the method described in [A. Bernou, Y. Liu, Particle method for the numerical simulation of the path-dependent McKean-Vlasov equation, 2024]. The notebooks used to generate them through a suitable Euler scheme can be find at https://github.com/ArmdBrn/McKean_PathDep, along with files containing the estimated errors. The two models considered are:- a modified Ornstein-Uhlenbeck model with path-dependency;- a model of neural masses with intrinsic potentiation leading to path-dependent dynamics. 

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Keywords

particle method, path-dependent McKean-Vlasov equations, interpolated Euler scheme, numerical probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average