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20172026
most citedFirst order convergence of Milstein schemes for McKean-Vlasov equations and interacting particle systems

42 citations · 97 across the 28 of their papers we have counts for

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math.NA2020★ 2 cited

Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean-Vlasov equations and interacting particle systems

Jianhai Bao, Christoph Reisinger, Panpan Ren +1

In this paper, we first derive Milstein schemes for an interacting particle system associated with point delay McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs),…