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

DOI10.1214/21-EJP676arXiv2004.01266MaRDI QIDQ6337956

Publication date: 2 April 2020

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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