On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913)
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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 |
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Statements
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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