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   Articles with "odory numerical" as a keyword



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On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations

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recommendations! Published in 2020 at "Stochastic Analysis and Applications"

DOI: 10.1080/07362994.2020.1845206

Abstract: Abstract We study the strong convergence of the Carathéodory numerical scheme for a class of nonlinear McKean-Vlasov stochastic differential equations (MVSDE). We prove, under Lipschitz assumptions, the convergence of the approximate solutions to the unique… read more here.

Keywords: carath odory; numerical scheme; odory numerical; mckean vlasov ... See more keywords