An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion (Q6143058)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion |
scientific article; zbMATH DE number 7793570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion |
scientific article; zbMATH DE number 7793570 |
Statements
An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion (English)
0 references
23 January 2024
0 references
propagation of chaos
0 references
explicit Euler-Maruyama method
0 references
McKean-Vlasov SDEs
0 references
fractional Brownian motion
0 references
interacting particle system
0 references
0 references
0 references
