A flexible split‐step scheme for solving McKean‐Vlasov stochastic differential equations-Reference-Cited by-同舟云学术

A flexible split‐step scheme for solving McKean‐Vlasov stochastic differential equations

Published:2022-08 Issue: Volume:427 Page:127180
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Chen Xingyuan^ORCID,dos Reis Gonçalo^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference48 articles.

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3. Topics in propagation of chaos;Sznitman;Ecole d’Eté de Probabilités de Saint-Flour XIX — 1989,1991

4. Strong solutions of mean-field stochastic differential equations with irregular drift;Bauer;Electron. J. Probab.,2018

5. Existence and uniqueness theorems for solutions of mckean–vlasov stochastic equations;Mishura;Theory of Probability and Mathematical Statistics,2020

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