Simulation of McKean-Vlasov SDEs with super-linear growth (Q5024899)
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scientific article; zbMATH DE number 7465518
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| English | Simulation of McKean-Vlasov SDEs with super-linear growth |
scientific article; zbMATH DE number 7465518 |
Statements
Simulation of McKean–Vlasov SDEs with super-linear growth (English)
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27 January 2022
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McKean-Vlasov stochastic differential equation
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interacting particle system
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Monte Carlo simulation
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taming
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implicit and explicit schemes
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stochastic neuron networks
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0.8434746265411377
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0.8066460490226746
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0.7964624166488647
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0.7768328785896301
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