Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations (Q6145205)
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scientific article; zbMATH DE number 7797194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations |
scientific article; zbMATH DE number 7797194 |
Statements
Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations (English)
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30 January 2024
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tamed Euler-Maruyama scheme
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neutral multiple-delay stochastic McKean-Vlasov equation
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strong convergence rate
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propagation of chaos
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