Gauss-quadrature method for one-dimensional mean-field SDEs (Q4595786)
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scientific article; zbMATH DE number 6815998
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| English | Gauss-quadrature method for one-dimensional mean-field SDEs |
scientific article; zbMATH DE number 6815998 |
Statements
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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0.7893120646476746
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0.7530642747879028
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0.7514368891716003
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0.7488991618156433
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0.7481027245521545
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