A flexible split-step scheme for solving McKean-Vlasov Stochastic Differential Equations

DOI10.1016/j.amc.2022.127180zbMath1510.65011arXiv2105.09688WikidataQ115361054 ScholiaQ115361054MaRDI QIDQ6368104

Xingyuan Chen, Gonçalo dos Reis

Publication date: 20 May 2021

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35) Fractional ordinary differential equations (34A08)

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