"An explicit Milstein-type scheme for interacting particle systems and ..."

Sani Biswas et al. (2022)

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DOI: 10.48550/ARXIV.2208.10052

access: open

type: Informal or Other Publication

metadata version: 2022-08-29

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  - journals/corr/abs-2208-10052
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  - https://dblp.org/rec/journals/corr/abs-2208-10052
Sani Biswas, Chaman Kumar, Neelima, Gonçalo Dos Reis, Christoph Reisinger:
An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients. CoRR abs/2208.10052 (2022)

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