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Monte Carlo–Moments Micro-Macro Parareal Method for Unimodal and Bimodal Scalar McKean–Vlasov SDEs
Ignace Bossuyt, Stefan Vandewalle and Giovanni Samaey SIAM Journal on Scientific Computing 47(6) A3239 (2025) https://doi.org/10.1137/23M1609142
Simulation of Mckean-Vlasov Bsdes by Wiener Chaos Expansion
Céline Acary-Robert, Philippe Briand, Abir Ghannoum and Céline Labart Methodology and Computing in Applied Probability 27(2) (2025) https://doi.org/10.1007/s11009-025-10172-8
Multidimensional stable driven McKean–Vlasov SDEs with distributional interaction kernel: a regularization by noise perspective
P. -E. Chaudru de Raynal, J. -F. Jabir and S. Menozzi Stochastics and Partial Differential Equations: Analysis and Computations (2024) https://doi.org/10.1007/s40072-024-00332-1
Well-posedness and numerical schemes for one-dimensional McKean–Vlasov equations and interacting particle systems with discontinuous drift