Work

Strong convergence of Euler scheme for Mckean-Vlasov Stochastic variational inequalities with locally Hölder continuous diffusion coefficients

Year: 2025

Type: article

Source: Proceedings of the American Mathematical Society

DOI: 10.1090/proc/17488

Authors: Richeng Huang, Jing Wu

Institution: Sun Yat-sen University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4416640226

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Cites: 32

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