"An adaptive Euler-Maruyama scheme for McKean-Vlasov SDEs with super-linear ..."

Christoph Reisinger, Wolfgang Stockinger (2022)

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DOI: 10.1016/J.CAM.2021.113725

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type: Journal Article

metadata version: 2023-09-30

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Christoph Reisinger, Wolfgang Stockinger:
An adaptive Euler-Maruyama scheme for McKean-Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh-Nagumo model. J. Comput. Appl. Math. 400: 113725 (2022)

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