11 citations · 11 across the 2 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2024
The random periodic solutions for McKean-Vlasov stochastic differential equations
Jianhai Bao, Goncalo Dos Reis, Yue Wu
In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where t…
math.PR2018★ 11 cited
Simulation of McKean Vlasov SDEs with super linear growth
G. dos Reis, S. Engelhardt, G. Smith
We present two fully probabilistic Euler schemes, one explicit and one implicit, for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of supe…