Kouritzin, Michael A.; Kurtz, Thomas G.; Xiong, Jie Stochastic differential equations with local interactions. (English) Zbl 07790362 Electron. Commun. Probab. 28, Paper No. 59, 13 p. (2023). MSC: 60H10 37L55 PDFBibTeX XMLCite \textit{M. A. Kouritzin} et al., Electron. Commun. Probab. 28, Paper No. 59, 13 p. (2023; Zbl 07790362) Full Text: DOI
Kurtz, Thomas G.; Xiong, Jie A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems. (English) Zbl 1087.60050 Commun. Math. Sci. 2, No. 3, 325-358 (2004). Reviewer: Tomasz Bojdecki (Warszawa) MSC: 60H15 60H35 60B12 60F17 60F25 60H10 93E11 PDFBibTeX XMLCite \textit{T. G. Kurtz} and \textit{J. Xiong}, Commun. Math. Sci. 2, No. 3, 325--358 (2004; Zbl 1087.60050) Full Text: DOI
Kurtz, Thomas G.; Xiong, Jie Numerical solutions for a class of SPDEs with application to filtering. (English) Zbl 0991.60053 Hida, Takeyuki (ed.) et al., Stochastics in finite and infinite dimensions. Conference in honor of Gopinath Kallianpur, Calcutta, India, December 18-23, 2000. Boston: Birkhäuser. 233-258 (2000). Reviewer: Henri Schurz (Carbondale) MSC: 60H35 60H15 60G35 93E11 60F25 PDFBibTeX XMLCite \textit{T. G. Kurtz} and \textit{J. Xiong}, in: Stochastics in finite and infinite dimensions. Conference in honor of Gopinath Kallianpur, Calcutta, India, December 18--23, 2000. Boston: Birkhäuser. 233--258 (2000; Zbl 0991.60053)
Kurtz, Thomas G.; Xiong, Jie Particle representations for a class of nonlinear SPDEs. (English) Zbl 0996.60071 Stochastic Processes Appl. 83, No. 1, 103-126 (1999). Reviewer: Jan Seidler (Praha) MSC: 60H15 60K35 PDFBibTeX XMLCite \textit{T. G. Kurtz} and \textit{J. Xiong}, Stochastic Processes Appl. 83, No. 1, 103--126 (1999; Zbl 0996.60071) Full Text: DOI