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08/22/2022
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients
We propose an explicit drift-randomised Milstein scheme for both McKean–...
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10/16/2020
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise
We prove the well-posedness of solutions to McKean-Vlasov stochastic dif...
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05/31/2020
Well-posedness and tamed schemes for McKean-Vlasov Equations with Common Noise
In this paper, we first establish well-posedness of McKean-Vlasov stocha...
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04/02/2020