Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Picard approximations for McKean-Vlasov stochastic differential equations |
scientific article |
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Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (English)
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17 November 2021
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curse of dimensionality
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high-dimensional SDEs
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high-dimensional semilinear Mckean-Vlasov SDEs
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multilevel Picard approximations
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multilevel Monte Carlo method
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