Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680)
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English | Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients |
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Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (English)
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18 October 2022
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McKean-Vlasov SDEs
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tamed EM
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Hölder diffusion coefficients
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Yamada-Watanabe approximation
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