"First order convergence of Milstein schemes for McKean equations and ..."

Jianhai Bao et al. (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-04-08

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  dblp key:
  - journals/corr/abs-2004-03325
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  - https://dblp.org/rec/journals/corr/abs-2004-03325
Jianhai Bao, Christoph Reisinger, Panpan Ren, Wolfgang Stockinger:
First order convergence of Milstein schemes for McKean equations and interacting particle systems. CoRR abs/2004.03325 (2020)

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