Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully super-linear growth drifts in space and interaction (Q6629600)
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scientific article; zbMATH DE number 7935837
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| English | Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully super-linear growth drifts in space and interaction |
scientific article; zbMATH DE number 7935837 |
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Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully super-linear growth drifts in space and interaction (English)
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30 October 2024
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stochastic interacting particle systems
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McKean-Vlasov equations
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split-step Euler methods
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super-linear growth in measure
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super-linear growth in space
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