Login / Signup

Explicit numerical approximations for McKean-Vlasov stochastic differential equations in finite and infinite time.

Yuanping CuiXiaoyue LiYi Liu
Published in: CoRR (2024)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • additive gaussian noise
  • fractional brownian motion
  • closed form
  • diffusion process