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11/21/2022
On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in γ∈{n/2:n ∈ℕ}-order scheme
The coefficients of the stochastic differential equations with Markovian...
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08/22/2022
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients
We propose an explicit drift-randomised Milstein scheme for both McKean–...
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10/16/2020
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise
We prove the well-posedness of solutions to McKean-Vlasov stochastic dif...
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05/31/2020
Well-posedness and tamed schemes for McKean-Vlasov Equations with Common Noise
In this paper, we first establish well-posedness of McKean-Vlasov stocha...
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04/02/2020
On Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient
We develop an explicit Milstein-type scheme for McKean-Vlasov stochastic...
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09/17/2019
On Explicit Tamed Milstein-type scheme for Stochastic Differential Equation with Markovian Switching
We propose a new tamed Milstein-type scheme for stochastic differential ...
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09/17/2019