Cubature on Wiener space for McKean–Vlasov SDEs with smooth...

Cubature on Wiener space for McKean–Vlasov SDEs with smooth scalar interaction

Crisan, Dan, McMurray, Eamon
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Volume:
29
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/18-AAP1407
Date:
February, 2019
File:
PDF, 428 KB
english, 2019
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