A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations (Q2141250)
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scientific article; zbMATH DE number 7531287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations |
scientific article; zbMATH DE number 7531287 |
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A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations (English)
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23 May 2022
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interacting particle systems
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McKean-Vlasov equations
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superlinear growth
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split-step method
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