Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations (Q3176045)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations |
scientific article |
Statements
Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations (English)
0 references
18 July 2018
0 references
Itô-Taylor scheme
0 references
mean-field stochastic differential equation
0 references
mean-field Itô-Taylor formula
0 references
error estimate
0 references