Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients

2021/02/26 by Jianhai Bao, Xing Huang · 3 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Mathematical Biology Tumor Growth #Gas Dynamics and Kinetic Theory

paper · doi:10.1007/s10959-021-01082-9

Citations

• Simulation of McKean Vlasov SDEs with super linear growth
• Importance sampling for McKean-Vlasov SDEs

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