دنبال کردن
Sani Biswas
Sani Biswas
Centre for Mathematical Modeling (CMM) , Santiago, UChile
ایمیل تأیید شده در cmm.uchile.cl - صفحهٔ اصلی
عنوان
نقل شده توسط
نقل شده توسط
سال
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients
S Biswas, C Kumar, Neelima, G Reis, C Reisinger
The Annals of Applied Probability 34 (2), 2326-2363, 2024
112024
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by L\'evy noise
S Biswas, C Kumar, G Reis, C Reisinger
arXiv preprint arXiv:2010.08585, 2020
82020
Milstein-type schemes for McKean--Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)
S Biswas, C Kumar, C Reisinger, V Schwarz
https://arxiv.org/abs/2411.11759, 2024
2024
Well-posedness and explicit numerical schemes for McKean--Vlasov stochastic differential equations
S Biswas
Indian Institute of Technology Roorkee, 2024
2024
سیستم در حال حاضر قادر به انجام عملکرد نیست. بعداً دوباره امتحان کنید.
مقاله‌ها 1–4