Statistics and Risk Management
Article
Biswas,S;Kumar,C;Neelima;Dos Reis,G;Reisinger,C
ANNALS OF APPLIED PROBABILITY
2024
34
2
2326-2363
10.1214/23-aap2024
AN EXPLICIT MILSTEIN-TYPE SCHEME FOR INTERACTING PARTICLESYSTEMS AND MCKEAN-VLASOV SDES WITH COMMON NOISE ANDNON-DIFFERENTIABLE DRIFT COEFFICIENTS
NOVA Math > NOVA Math > NOVA Math Publications > AN EXPLICIT MILSTEIN-TYPE SCHEME FOR INTERACTING PARTICLESYSTEMS AND MCKEAN-VLASOV SDES WITH COMMON NOISE ANDNON-DIFFERENTIABLE DRIFT COEFFICIENTS