Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp01pn89d9459| Title: | The Convergence of a Time-Stepping Scheme for a McKean-Vlasov Equation with Blow-Ups |
| Authors: | Song, Zhuo Qun |
| Advisors: | Sinai, Yakov Shkolnikov, Mykhaylo |
| Department: | Mathematics |
| Class Year: | 2019 |
| Abstract: | Applying and extending the work of Kaushansky and Reisinger and using recent results from Delarue, Nadtochiy, and Shkolnikov, we show that the time-stepping scheme proposed by Kaushansky and Reisinger converges up to the first accumulation point of the discontinuities a McKean-Vlasov process. |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01pn89d9459 |
| Type of Material: | Princeton University Senior Theses |
| Language: | en |
| Appears in Collections: | Mathematics, 1934-2020 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SONG-ZHUOQUN-THESIS.pdf | 248.86 kB | Adobe PDF | Request a copy |
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