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20132022
most citedConvergence and stability of two classes of theta-Milstein schemes for stochastic differential equations

2 citations · 4 across the 5 of their papers we have counts for

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math.PR2022★ 1 cited

Poisson equation on Wasserstein space and diffusion approximations for McKean-Vlasov equation

Yun Li, Fuke Wu, Longjie Xie

We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and all the coefficients depend on the distributions of both the slow component and the fast…