On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913): Difference between revisions

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Latest revision as of 03:05, 27 July 2024

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On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient
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    On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (English)
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    11 November 2021
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    explicit Milstein scheme
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    McKean-Vlasov SDE
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    propagation of chaos
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    rate of strong convergence
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    super-linear coefficient
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