Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Picard approximations for McKean-Vlasov stochastic differential equations |
scientific article |
Statements
Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (English)
0 references
17 November 2021
0 references
curse of dimensionality
0 references
high-dimensional SDEs
0 references
high-dimensional semilinear Mckean-Vlasov SDEs
0 references
multilevel Picard approximations
0 references
multilevel Monte Carlo method
0 references
