Pages that link to "Item:Q1645109"

The following pages link to Analytical approximations of non-linear SDEs of McKean-Vlasov type (Q1645109):

Displayed 8 items.

• Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients (Q2085680) ‎ (← links)
• Fast and precise inference on diffusivity in interacting particle systems (Q2696089) ‎ (← links)
• OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) ‎ (← links)
• Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary (Q5015424) ‎ (← links)
• A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps (Q5086642) ‎ (← links)
• On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations (Q5859958) ‎ (← links)
• Importance sampling for McKean-Vlasov SDEs (Q6106020) ‎ (← links)
• The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis (Q6107313) ‎ (← links)