[10] Yun Li, Xuerong Mao, Qingshuo Song, Fuke Wu, George Yin, Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables, IMA Journal of Numerical Analysis (2022) 00, 1–35 https://doi.org/10.1093/imanum/drab107.
Release time:2022-10-01
Hits:
Pre One:[8] Yun Li, Qingshuo Song, Fuke Wu and George Yin, Solving A Class of Mean-Field LQG Problems, IEEE Transactions on Automatic Control, 67 (3), (2022), 1597-1602, March 2022, doi: 10.1109/TAC.2021.3073204.
Next One:[10] Yun Li, Xuerong Mao, Qingshuo Song, Fuke Wu, George Yin, Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables, IMA Journal of Numerical Analysis (2022) 00, 1–35 https://doi.org/10.1093/imanum/drab107.
