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An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients.

Sani BiswasChaman Kumar NeelimaGonçalo Dos ReisChristoph Reisinger
Published in: CoRR (2022)
Keyphrases
  • management system
  • intelligent systems
  • missing data
  • objective function
  • speech recognition
  • wavelet coefficients
  • noisy data
  • neural network
  • search engine
  • noisy images