Pages that link to "Item:Q1872380"

The following pages link to Rate of convergence of a particle method to the solution of the McKean-Vlasov equation (Q1872380):

Displaying 20 items.

• Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction (Q670737) (← links)
• Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109) (← links)
• Smoothing properties of McKean-Vlasov SDEs (Q1647925) (← links)
• Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680) (← links)
• Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
• A higher order weak approximation of McKean-Vlasov type SDEs (Q2132430) (← links)
• Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730) (← links)
• Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461) (← links)
• A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
• An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables (Q2664765) (← links)
• Projected Particle Methods for Solving McKean--Vlasov Stochastic Differential Equations (Q4554051) (← links)
• Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs (Q4595786) (← links)
• Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary (Q5015424) (← links)
• A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642) (← links)
• Optimal Stopping of McKean--Vlasov Diffusions via Regression on Particle Systems (Q5217945) (← links)
• The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (Q6107313) (← links)
• Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes (Q6107316) (← links)
• Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations (Q6107317) (← links)
• An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion (Q6143058) (← links)
• Functional convex order for the scaled McKean-Vlasov processes (Q6179331) (← links)