Strong error analysis and first-order convergence of Milstein-type schemes for McKean–Vlasov SDEs with superlinear coefficients

Mathematics and Computers in Simulation 2026 Open access

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Authors: Jingtao Zhu, Yuying Zhao, Siqing Gan

DOI: 10.1016/j.matcom.2026.02.030

Cited by: 0

References: 33

Fields of Study & Subjects

Stochastic processes and financial applications Numerical methods for differential equations Mathematical Approximation and Integration

References 33