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

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, Stokastiikka ja todennäköisyysteoria, Stochastics and Probability, 4041
Format: Master's thesis
Language:eng
Published: 2023
Subjects:
stokastiset prosessit
matematiikka
differentiaaliyhtälöt
approksimointi
stochastic processes
mathematics
differential equations
approximation
Online Access: https://jyx.jyu.fi/handle/123456789/87653
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author Koskela, Emilia
author2 Matemaattis-luonnontieteellinen tiedekunta Faculty of Sciences Matematiikan ja tilastotieteen laitos Department of Mathematics and Statistics Jyväskylän yliopisto University of Jyväskylä Stokastiikka ja todennäköisyysteoria Stochastics and Probability 4041
author_facet Koskela, Emilia Matemaattis-luonnontieteellinen tiedekunta Faculty of Sciences Matematiikan ja tilastotieteen laitos Department of Mathematics and Statistics Jyväskylän yliopisto University of Jyväskylä Stokastiikka ja todennäköisyysteoria Stochastics and Probability 4041 Koskela, Emilia
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spellingShingle Koskela, Emilia Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme stokastiset prosessit matematiikka differentiaaliyhtälöt approksimointi stochastic processes mathematics differential equations approximation
subject_txtF Matematiikka
thumbnail https://jyu.finna.fi/Cover/Show?source=Solr&id=jyx.123456789_87653&index=0&size=large
title Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme
title_full Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme
title_fullStr 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
title_full_unstemmed 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
title_short Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme
title_sort approximations for stochastic mckean vlasov equations with non lipschitz coefficients by an euler maruyama scheme
title_txtP Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme
topic stokastiset prosessit matematiikka differentiaaliyhtälöt approksimointi stochastic processes mathematics differential equations approximation
topic_facet approksimointi approximation differentiaaliyhtälöt differential equations matematiikka mathematics stochastic processes stokastiset prosessit
url https://jyx.jyu.fi/handle/123456789/87653 http://www.urn.fi/URN:NBN:fi:jyu-202306133721
work_keys_str_mv AT koskelaemilia approximationsforstochasticmckeanvlasovequationswithnonlipschitzcoefficientsbyaneu

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