Antithetic multilevel particle system sampling method for McKean-Vlasov SDEs

Łukasz Szpruch, Alvin Tse

Let $\mu \in {\mathcal{P}}_2({\mathbb{R}}^d)$, where ${\mathcal{P}}_2({\mathbb{R}}^d)$ denotes the space of square integrable probability measures, and consider a Borel-measurable function $Φ:\…