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Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction - MaRDI portal

Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction

From MaRDI portal
Publication:6408952

arXiv2208.12772MaRDI QIDQ6408952

Xingyuan Chen, Gonçalo dos Reis

Publication date: 26 August 2022




Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)





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