An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients (Q6590459)
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scientific article; zbMATH DE number 7899447
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| English | An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients |
scientific article; zbMATH DE number 7899447 |
Statements
An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients (English)
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21 August 2024
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bistability
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common noise
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drift randomisation
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McKean-Vlasov equations
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Milstein scheme
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nondifferentiable drift
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stochastic interacting particle systems
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0.8256439566612244
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0.822543740272522
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0.8150627613067627
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0.7870000004768372
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0.7835562229156494
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