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Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients - MaRDI portal

Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients (Q2042043)

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Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients
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    Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients (English)
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    26 July 2021
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    Euler-Maruyama approximations
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    stochastic McKean-Vlasov equations
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    non-Lipschitz conditions
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    convergence rates
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