Sani Biswas
- An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients
2022/08/22 by Sani Biswas, Biswas, Sani, Chaman Kumar +7 · 2 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #60H35 #65C05 #65C30 #65C35 #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Methods and Bayesian Inference #Stochastic processes and financial applications