Simulation of McKean–Vlasov SDEs with super-linear growth (Q5024899)
From MaRDI portal
scientific article; zbMATH DE number 7465518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of McKean–Vlasov SDEs with super-linear growth |
scientific article; zbMATH DE number 7465518 |
Statements
Simulation of McKean–Vlasov SDEs with super-linear growth (English)
0 references
27 January 2022
0 references
McKean-Vlasov stochastic differential equation
0 references
interacting particle system
0 references
Monte Carlo simulation
0 references
taming
0 references
implicit and explicit schemes
0 references
stochastic neuron networks
0 references
