Multilevel Picard approximations for McKean-Vlasov stochastic differential equations with nonconstant diffusion

Fuente: arXiv

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Bibliographic Details
Main Authors:	Neufeld, Ariel, Nguyen, Tuan Anh, Schmocker, Philipp
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.03205