Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients
type: Item
instance of: scholarly article
title: Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients
author: Huagui Liu
author: Banban Shi
author: Fuke Wu
published in: Applied Numerical Mathematics
publication date: 2022-10-18T00:00:00Z
Mathematics Subject Classification ID: 60Hxx
Mathematics Subject Classification ID: 65Cxx
Mathematics Subject Classification ID: 60Gxx
zbMATH DE Number: 7603729
zbMATH Keywords: McKean-Vlasov SDEs
zbMATH Keywords: tamed EM
zbMATH Keywords: Hölder diffusion coefficients
zbMATH Keywords: Yamada-Watanabe approximation
Wikidata QID: Q114207985
MaRDI profile type: Publication
full work available at URL: j.apnum.2022.08.012
OpenAlex ID: W4293032586
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DOI: 10.1016/J.APNUM.2022.08.012
description: scientific article; zbMATH DE number 7603729