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Featured Co-authors

Christoph Reisinger
24 publications
Wolfgang Stockinger
10 publications
Gonçalo dos Reis
9 publications
Chaman Kumar
7 publications
Sani Biswas
2 publications

research

∙ 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–...

0 Sani Biswas, et al. ∙

research

∙ 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...

0 Neelima, et al. ∙

research

∙ 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...

0 Chaman Kumar, et al. ∙

research

∙ 04/02/2020

On Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient

We develop an explicit Milstein-type scheme for McKean-Vlasov stochastic...

0 Chaman Kumar, et al. ∙