On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913): 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 06:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient |
scientific article |
Statements
On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (English)
0 references
11 November 2021
0 references
explicit Milstein scheme
0 references
McKean-Vlasov SDE
0 references
propagation of chaos
0 references
rate of strong convergence
0 references
super-linear coefficient
0 references
