Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs (Q4595786)
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scientific article; zbMATH DE number 6815998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs |
scientific article; zbMATH DE number 6815998 |
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Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs (English)
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6 December 2017
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Gauss quadrature
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McKean-Vlasov equations
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mean-field stochastic differential equations
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initial value problem
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Euler-Maruyama time-stepping method
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convergence
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numerical experiment
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