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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.
Type of Material: Princeton University Senior Theses
Language: en
Appears in Collections:Mathematics, 1934-2020

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