On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients
Fuente:
arXiv
Saved in:
| Main Authors: | Jian, Jiamin, Song, Qingshuo, Wang, Xiaojie, Zhang, Zhongqiang, Zhao, Yuying |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Multi-index importance sampling for McKean--Vlasov stochastic differential equations
by: Rached, Nadhir Ben, et al.
Published: (2023)
by: Rached, Nadhir Ben, et al.
Published: (2023)
Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients
by: Zhu, Jingtao, et al.
Published: (2025)
by: Zhu, Jingtao, et al.
Published: (2025)
Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis
by: Zhu, Jingtao, et al.
Published: (2025)
by: Zhu, Jingtao, et al.
Published: (2025)
Multilevel Importance Sampling for Rare Events Associated With the McKean--Vlasov Equation
by: Rached, Nadhir Ben, et al.
Published: (2022)
by: Rached, Nadhir Ben, et al.
Published: (2022)
Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation
by: Rached, Nadhir Ben, et al.
Published: (2022)
by: Rached, Nadhir Ben, et al.
Published: (2022)
McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
by: Liu, Zhuoqi, et al.
Published: (2026)
by: Liu, Zhuoqi, et al.
Published: (2026)
Strong convergence rate of Euler-Maruyama method for stochastic differential equations with Hölder continuous drift coefficient driven by symmetric $α$-stable process
by: Liu, Wei
Published: (2019)
by: Liu, Wei
Published: (2019)
Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
by: Leobacher, Gunther, et al.
Published: (2020)
by: Leobacher, Gunther, et al.
Published: (2020)
Monte-Carlo/Moments micro-macro Parareal method for unimodal and bimodal scalar McKean-Vlasov SDEs
by: Bossuyt, Ignace, et al.
Published: (2023)
by: Bossuyt, Ignace, et al.
Published: (2023)
An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation
by: Jaquez, Luis Mario Chaparro, et al.
Published: (2026)
by: Jaquez, Luis Mario Chaparro, et al.
Published: (2026)
Discontinuous Galerkin methods for the complete stochastic Euler equations
by: Breit, Dominic, et al.
Published: (2024)
by: Breit, Dominic, et al.
Published: (2024)
On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
by: Frikha, Noufel, et al.
Published: (2025)
by: Frikha, Noufel, et al.
Published: (2025)
Weak convergence analysis in the particle limit of the McKean--Vlasov equations using stochastic flows of particle systems
by: Haji-Ali, Abdul-Lateef, et al.
Published: (2021)
by: Haji-Ali, Abdul-Lateef, et al.
Published: (2021)
Multilevel Picard approximations for McKean-Vlasov stochastic differential equations with nonconstant diffusion
by: Neufeld, Ariel, et al.
Published: (2025)
by: Neufeld, Ariel, et al.
Published: (2025)
Dimension-independent convergence rate of propagation of chaos and numerical analysis for McKean-Vlasov stochastic differential equations with coefficients nonlinearly dependent on measure
by: Zhang, Yuhang, et al.
Published: (2025)
by: Zhang, Yuhang, et al.
Published: (2025)
Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)
by: Biswas, Sani, et al.
Published: (2024)
by: Biswas, Sani, et al.
Published: (2024)
Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients II: finite moments and higher-order schemes
by: Zhao, Yuying, et al.
Published: (2024)
by: Zhao, Yuying, et al.
Published: (2024)
Explicit numerical approximations for McKean-Vlasov stochastic differential equations in finite and infinite time
by: Cui, Yuanping, et al.
Published: (2024)
by: Cui, Yuanping, et al.
Published: (2024)
Higher order numerical methods for SDEs without globally monotone coefficients
by: Dai, Lei, et al.
Published: (2024)
by: Dai, Lei, et al.
Published: (2024)
Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
by: Pang, Chenxu, et al.
Published: (2023)
by: Pang, Chenxu, et al.
Published: (2023)
Weak approximation of stochastic differential equations and application to derivative pricing
by: Ninomiya, Syoiti, et al.
Published: (2006)
by: Ninomiya, Syoiti, et al.
Published: (2006)
Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations
by: Liu, Zhuoqi, et al.
Published: (2023)
by: Liu, Zhuoqi, et al.
Published: (2023)
Pathwise convergence of the Euler scheme for rough and stochastic differential equations
by: Allan, Andrew L., et al.
Published: (2023)
by: Allan, Andrew L., et al.
Published: (2023)
Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Pang, Chenxu, et al.
Published: (2023)
by: Pang, Chenxu, et al.
Published: (2023)
Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations
by: Chen, Jingwei, et al.
Published: (2025)
by: Chen, Jingwei, et al.
Published: (2025)
Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation
by: Liu, Yating
Published: (2022)
by: Liu, Yating
Published: (2022)
A deep shotgun method for solving high-dimensional parabolic partial differential equations
by: Xu, Wenjun, et al.
Published: (2025)
by: Xu, Wenjun, et al.
Published: (2025)
Adaptive finite element methods for partial differential equations
by: Rannacher, Rolf
Published: (2003)
by: Rannacher, Rolf
Published: (2003)
Particle Method for the McKean-Vlasov equation with common noise
by: Gall, Théophile Le
Published: (2024)
by: Gall, Théophile Le
Published: (2024)
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient
by: Müller-Gronbach, T., et al.
Published: (2024)
by: Müller-Gronbach, T., et al.
Published: (2024)
Preserving invariant domains and strong approximation of stochastic differential equations
by: Erdogan, Utku, et al.
Published: (2025)
by: Erdogan, Utku, et al.
Published: (2025)
Perturbation estimates for order-one strong approximations of SDEs without globally monotone coefficients
by: Dai, Lei, et al.
Published: (2023)
by: Dai, Lei, et al.
Published: (2023)
Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
by: Agarwal, Ankush, et al.
Published: (2023)
by: Agarwal, Ankush, et al.
Published: (2023)
Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean--Vlasov stochastic differential equations
by: Neufeld, Ariel, et al.
Published: (2023)
by: Neufeld, Ariel, et al.
Published: (2023)
Solving McKean-Vlasov Equation by deep learning particle method
by: Li, Jingyuan, et al.
Published: (2025)
by: Li, Jingyuan, et al.
Published: (2025)
An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model
by: Liu, Ruishu, et al.
Published: (2023)
by: Liu, Ruishu, et al.
Published: (2023)
$α$-scaled strong convergence of stochastic theta method for stochastic differential equations driven by time-changed Lévy noise beyond Lipschitz continuity
by: Chen, Jingwei
Published: (2025)
by: Chen, Jingwei
Published: (2025)
Wavelet compressed, modified Hilbert transform in the space-time discretization of the heat equation
by: Harbrecht, Helmut, et al.
Published: (2024)
by: Harbrecht, Helmut, et al.
Published: (2024)
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
by: Chen, Xingyuan, et al.
Published: (2023)
by: Chen, Xingyuan, et al.
Published: (2023)
A statistical approach for simulating the density solution of a McKean-Vlasov equation
by: Hoffmann, Marc, et al.
Published: (2023)
by: Hoffmann, Marc, et al.
Published: (2023)
Similar Items
-
Multi-index importance sampling for McKean--Vlasov stochastic differential equations
by: Rached, Nadhir Ben, et al.
Published: (2023) -
Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients
by: Zhu, Jingtao, et al.
Published: (2025) -
Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis
by: Zhu, Jingtao, et al.
Published: (2025) -
Multilevel Importance Sampling for Rare Events Associated With the McKean--Vlasov Equation
by: Rached, Nadhir Ben, et al.
Published: (2022) -
Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation
by: Rached, Nadhir Ben, et al.
Published: (2022)