Mathematics – Probability
Scientific paper
2009-03-26
Mathematics
Probability
Scientific paper
We prove existence and uniqueness for some nonlinear stochastic differential
equation used in molecular dynamics, whose nonlinearity comes from a
conditional expectation term. We also introduce an interacting particle system
in order to approximate this conditional expectation, providing a
discretization scheme for this equation.
Jourdain Benjamin
Lelievre Tony
Roux Raphaël
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