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most citedA flexible split-step scheme for solving McKean-Vlasov Stochastic Differential Equations

12 citations · 22 across the 4 of their papers we have counts for

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math.PR2022

Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction

Xingyuan Chen, Goncalo dos Reis

We consider in this work the convergence of a split-step Euler type scheme (SSM) for the numerical simulation of interacting particle Stochastic Differential Equation (SDE) systems…