Numerical methods for mean-field stochastic differential equations with jumps (Q820736)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7401547
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical methods for mean-field stochastic differential equations with jumps |
scientific article; zbMATH DE number 7401547 |
Statements
Numerical methods for mean-field stochastic differential equations with jumps (English)
0 references
27 September 2021
0 references
mean-field stochastic differential equations with jumps
0 references
Itô formula
0 references
Itô-Taylor expansion
0 references
Itô-Taylor schemes
0 references
error estimates
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9126243591308594
0 references
0.7914562225341797
0 references
0.7837331891059875
0 references
0.7832249402999878
0 references
