Numerical methods for mean-field stochastic differential equations with jumps
DOI10.1007/s11075-020-01062-wzbMath1487.65013arXiv2001.04783OpenAlexW3127582172WikidataQ115381590 ScholiaQ115381590MaRDI QIDQ820736
Publication date: 27 September 2021
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.04783
error estimatesItô formulaItô-Taylor expansionItô-Taylor schemesmean-field stochastic differential equations with jumps
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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