Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737): Difference between revisions

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Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction
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    Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (English)
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    20 March 2019
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    cubature on Wiener space
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    Lagrange polynomial interpolation
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    McKean-Vlasov SDEs
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    Kusuoka-Stroock functions
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