Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme

Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme

In this thesis we study stochastic McKean-Vlasov equations. These are stochastic differential equations where the coefficients depend also on the distribution of the solution. This dependency adds to the complexity of the equation so in this thesis we will study these equations using a discrete appr...

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Bibliographic Details
Main Author: Koskela, Emilia
Other Authors: Matemaattis-luonnontieteellinen tiedekunta, Faculty of Sciences, Matematiikan ja tilastotieteen laitos, Department of Mathematics and Statistics, Jyväskylän yliopisto, University of Jyväskylä
Format: Master's thesis
Language:eng
Published: 2023
Subjects:
Stokastiikka ja todennäköisyysteoria
Stochastics and Probability
4041
stokastiset prosessit
matematiikka
differentiaaliyhtälöt
approksimointi
stochastic processes
mathematics
differential equations
approximation
Online Access: https://jyx.jyu.fi/handle/123456789/87653

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