An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion (Q6143058)
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scientific article; zbMATH DE number 7793570
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| English | An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion |
scientific article; zbMATH DE number 7793570 |
Statements
An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion (English)
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23 January 2024
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propagation of chaos
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explicit Euler-Maruyama method
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McKean-Vlasov SDEs
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fractional Brownian motion
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interacting particle system
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0.8078016638755798
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0.7882741689682007
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0.7866466641426086
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0.7804401516914368
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0.7773647904396057
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