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Wolfgang Stockinger · Study
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Author
Wolfgang Stockinger
3 works
· latest 2022
· 1 institutions
cluster: provisional
ORCID 0000-0002-5305-7786
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Citations
119
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Most cited in this library
Well-posedness and tamed schemes for McKean–Vlasov equations with common noise
2022 · 40 citations
First-order convergence of Milstein schemes for McKean–Vlasov equations and interacting particle systems
2021 · 40 citations
An adaptive Euler–Maruyama scheme for McKean–Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh–Nagumo model
2021 · 39 citations
Works
3 shown
Well-posedness and tamed schemes for McKean–Vlasov equations with common noise
The Annals of Applied Probability
·
2022
·
4 authors
·
Open access
40
citations
An adaptive Euler–Maruyama scheme for McKean–Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh–Nagumo model
Journal of Computational and Applied Mathematics
·
2021
·
2 authors
·
Open access
39
citations
First-order convergence of Milstein schemes for McKean–Vlasov equations and interacting particle systems
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
·
2021
·
4 authors
·
Open access
40
citations