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20122026
most citedOn the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth

17 citations · 55 across the 13 of their papers we have counts for

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math.PR2018★ 3 cited

On the wellposedness of some McKean models with moderated or singular diffusion coefficient

Mireille Bossy, Jean Francois Jabir

We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we r…