Authors: Crisan Dan McMurray Eamon

Citation: Crisan Dan et Mcmurray Eamon, Cubature on Wiener space for McKean.Vlasov SDEs with smooth scalar interaction, Annals of applied probability , 29(1), 2019, pp. 130-177

Authors: Chassagneux Jean-François Crisan Dan Delarue François

Citation: Chassagneux Jean-françois et al., Numerical method for FBSDEs of McKean.Vlasov type, Annals of applied probability , 29(3), 2019, pp. 1640-1684