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An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion - MaRDI portal

An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion (Q6143058)

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scientific article; zbMATH DE number 7793570
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English
An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion
scientific article; zbMATH DE number 7793570

    Statements

    title
    An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion (English)
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    author
    Jie He
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    Shuaibin Gao
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    Weijun Zhan
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    Qian Guo
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    publication date
    23 January 2024
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    zbMATH Keywords
    propagation of chaos
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    explicit Euler-Maruyama method
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    McKean-Vlasov SDEs
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    fractional Brownian motion
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    interacting particle system
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    cites work
    Q3141895
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    Identifiers

    zbMATH DE Number
    7793570
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    OpenAlex ID
    W4389304720
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