Iterative Multilevel density estimation for McKean-Vlasov SDEs via projections (Q6325987)

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scientific article; zbMATH DE number 900386572
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English
Iterative Multilevel density estimation for McKean-Vlasov SDEs via projections
scientific article; zbMATH DE number 900386572

    Statements

    publication date
    25 September 2019
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    arXiv classification
    math.NA
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    cs.NA
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    math.PR
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    author
    Denis Belomestny
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    Lukasz Szpruch
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    Shuren Tan
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    Identifiers

    arXiv ID
    1909.11717
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