"Projected Particle Methods for Solving McKean-Vlasov Stochastic ..."

Denis Belomestny, John Schoenmakers (2018)

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DOI: 10.1137/17M1111024

access: closed

type: Journal Article

metadata version: 2020-05-11

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Denis Belomestny, John Schoenmakers:
Projected Particle Methods for Solving McKean-Vlasov Stochastic Differential Equations. SIAM J. Numer. Anal. 56(6): 3169-3195 (2018)

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