Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables (Q5887495)
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scientific article; zbMATH DE number 7673880
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables |
scientific article; zbMATH DE number 7673880 |
Statements
Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables (English)
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12 April 2023
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McKean-Vlasov SDE
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one-sided local Lipschitz condition
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local Lipschitz condition
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interpolated Euler-like sequence
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Euler-Maruyama scheme
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