Eamon McMurray
- Smoothing properties of McKean-Vlasov SDEs
2017/02/05 by Dan Crisan, Eamon McMurray, Crisan, Dan +1 · 7 citations
Economics, Econometrics and Finance · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
- Cubature on Wiener Space for McKean-Vlasov SDEs with Smooth Scalar Interaction
2017/03/12 by Dan Crisan, Eamon McMurray, Crisan, Dan +1 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Gas Dynamics and Kinetic Theory #Probability (math.PR) #Stochastic processes and financial applications