The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (Q6107313)
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scientific article; zbMATH DE number 7706087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis |
scientific article; zbMATH DE number 7706087 |
Statements
The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (English)
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3 July 2023
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McKean-Vlasov stochastic differential equation
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tamed Euler-Maruyama
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local Lipschitz condition
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strong convergence
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weak convergence
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error process
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