5 citations · 12 across the 12 of their papers we have counts for
1 paper · 2 filters
Ariel Neufeld, Tuan Anh Nguyen, Philipp Schmocker
We introduce multilevel Picard (MLP) approximations for McKean--Vlasov stochastic differential equations (SDEs) with nonconstant diffusion coefficient. Under standard Lipschitz ass…