First order convergence of Milstein schemes for McKean-Vlasov equations and interacting particle systems
Bao, J Reisinger, C Ren, P Stockinger, W (07 Apr 2020) doi:10.48550/arxiv.2004.03325
Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean-Vlasov equations and interacting particle systems
Bao, J Reisinger, C Ren, P Stockinger, W (03 May 2020) doi:10.48550/arxiv.2005.01165
An adaptive Euler-Maruyama scheme for McKean-Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh-Nagumo model
Reisinger, C Stockinger, W (12 May 2020) doi:10.48550/arxiv.2005.06034
Well-posedness and tamed schemes for McKean-Vlasov Equations with Common Noise
Kumar, C Neelima Reisinger, C Stockinger, W (31 May 2020) doi:10.48550/arxiv.2006.00463
Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
Leobacher, G Reisinger, C Stockinger, W (26 Jun 2020) doi:10.48550/arxiv.2006.14892
A posteriori error estimates for fully coupled McKean-Vlasov forward-backward SDEs
Reisinger, C Stockinger, W Zhang, Y (15 Jul 2020) doi:10.48550/arxiv.2007.07731
Optimal regularity of extended mean field controls and their piecewise constant approximation
Reisinger, C Stockinger, W Zhang, Y (17 Sep 2020) doi:10.48550/arxiv.2009.08175
Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem
Kaushansky, V Reisinger, C Shkolnikov, M Song, Z (11 Oct 2020) doi:10.48550/arxiv.2010.05281
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise
Neelima Biswas, S Kumar, C Reis, G Reisinger, C (16 Oct 2020) doi:10.48550/arxiv.2010.08585
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