Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction |
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Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (English)
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20 March 2019
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cubature on Wiener space
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Lagrange polynomial interpolation
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McKean-Vlasov SDEs
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Kusuoka-Stroock functions
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