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On Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient (Q6337956)

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scientific article
Language Label Description Also known as
English
On Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient
scientific article

    Statements

    publication date
    2 April 2020
    0 references
    arXiv classification
    math.PR
    0 references
    cs.NA
    0 references
    math.NA
    0 references
    author
    Chaman Kumar
    0 references
    C. A. Neelima
    0 references

    Identifiers

    arXiv ID
    2004.01266
    0 references
    DOI
    10.1214/21-EJP676
    0 references
     
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