Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (Q2094568)

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Well-posedness and tamed schemes for McKean-Vlasov equations with common noise
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    Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (English)
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    31 October 2022
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    McKean-Vlasov SDEs
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    particle system
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    super-linear coefficients
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    tamed numerical schemes
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    common noise
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    mean-field stochastic 3/2 model
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    mean-field stochastic double well dynamics with multiplicative noise
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