An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients

• Autores: Sani Biswas, Chaman Kumar, Neelima, Gonçalo dos Reis, Christoph Reisinger
• Localización: Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 34, Nº. 2, 2024, págs. 2326-2363
• Idioma: inglés
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