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Multilevel Picard approximations for McKean-Vlasov stochastic differential equations - MaRDI portal

Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (Q2247730)

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Multilevel Picard approximations for McKean-Vlasov stochastic differential equations
scientific article

    Statements

    title
    Multilevel Picard approximations for McKean-Vlasov stochastic differential equations (English)
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    author
    Martin Hutzenthaler
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    Thomas Kruse
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    Tuan Anh Nguyen
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    publication date
    17 November 2021
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    zbMATH Keywords
    curse of dimensionality
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    high-dimensional SDEs
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    high-dimensional semilinear Mckean-Vlasov SDEs
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    multilevel Picard approximations
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    multilevel Monte Carlo method
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    cites work
    Q4433869
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    Q3236483
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    Q3871809
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    Q3358031
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    Identifiers

    zbMATH DE Number
    7428694
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    OpenAlex ID
    W3206920485
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    Wikidata QID
    Q115345858
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    arXiv ID
    2103.10870
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