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Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations.

Dongxuan WuYaru ZhangLiping XuZhi Li
Published in: Commun. Nonlinear Sci. Numer. Simul. (2024)
Keyphrases
  • stochastic differential equations
  • maximum a posteriori estimation
  • brownian motion
  • additive gaussian noise
  • fractional brownian motion
  • differential equations
  • long range
  • stochastic process
  • mathematical model