Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations (Q6107317)

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scientific article; zbMATH DE number 7706091
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Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations
scientific article; zbMATH DE number 7706091

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    Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations (English)
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    3 July 2023
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    McKean-Vlasov neutral stochastic differential delay equations
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    super-linear growth
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    particle system
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    tamed Euler-Maruyama
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    strong convergence
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