collaborators

1 paper

math.NA2024

Forward Propagation of Low Discrepancy Through McKean-Vlasov Dynamics: From QMC to MLQMC

Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone +1

This work develops a particle system addressing the approximation of McKean-Vlasov stochastic differential equations (SDEs). The novelty of the approach lies in involving low discr…