Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 00:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction |
scientific article |
Statements
Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (English)
0 references
20 March 2019
0 references
cubature on Wiener space
0 references
Lagrange polynomial interpolation
0 references
McKean-Vlasov SDEs
0 references
Kusuoka-Stroock functions
0 references
