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20092022
most citedTwo-time-scale stochastic partial differential equations driven by -stable noises: Averaging principles

80 citations · 182 across the 44 of their papers we have counts for

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math.NA2020★ 2 cited

Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean-Vlasov equations and interacting particle systems

Jianhai Bao, Christoph Reisinger, Panpan Ren +1

In this paper, we first derive Milstein schemes for an interacting particle system associated with point delay McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs),…