An Explicit Milstein-Type Scheme For Interacting Particlesystems And Mckean-Vlasov Sdes With Common Noise Andnon-Differentiable Drift Coefficients

AuthID
P-017-TCB
5
Author(s)
Biswas, S
·
Kumar, C
·
Neelima
·
Reisinger, C
Document Type
Article
Year published
2024
Published
in ANNALS OF APPLIED PROBABILITY, ISSN: 1050-5164
Volume: 34, Issue: 2, Pages: 2326-2363 (38)
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Publication Identifiers
Scopus: 2-s2.0-85189788741
Unpaywall: 10.1214/23-aap2024
Wos: WOS:001198623200006
Source Identifiers
ISSN: 1050-5164
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