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Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent - MaRDI portal

Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent

From MaRDI portal
Publication:6456017

arXiv2310.13579MaRDI QIDQ6456017

Gonçalo dos Reis, Stefano Pagliarani, Andrea Amato, Ankush Agarwal

Publication date: 20 October 2023








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