An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion
DOI10.1016/j.cnsns.2023.107763OpenAlexW4389304720MaRDI QIDQ6143058
Shuaibin Gao, Qian Guo, Weijun Zhan, Jie He
Publication date: 23 January 2024
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2023.107763
fractional Brownian motionpropagation of chaosinteracting particle systemMcKean-Vlasov SDEsexplicit Euler-Maruyama method
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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