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K. Kustarova

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Sep 2026

Monte Carlo approximation for stochastic differential equations with interaction

We study a Monte Carlo approximation scheme for stochastic differential equations with interaction. The initial measure is replaced by its empirical approximation constructed from independent samples, and the corresponding equation is discretized in time by the Euler-Maruyama scheme. For initial measures with finite m...

K. Kustarova · 0 citations

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