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arXiv.org e-Print Archive
Preprint . 2022
Data sources: arXiv.org e-Print Archive
https://doi.org/10.2139/ssrn.4...
Article . 2023 . Peer-reviewed
Data sources: Crossref
https://dx.doi.org/10.48550/ar...
Article . 2022
License: arXiv Non-Exclusive Distribution
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Euler's Scheme of Mckean-Vlasov Sdes with Non-Lipschitz Coefficients

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Jan 2023Embargo end date: 01 Jan 2022Publisher:Elsevier BV
Authors: Wang, Zhen; Ren, Jie; Miao, Yu;

doi: 10.2139/ssrn.4585328 , 10.48550/arxiv.2202.08422

arXiv: 2202.08422

Euler's Scheme of Mckean-Vlasov Sdes with Non-Lipschitz Coefficients

Abstract

In this paper, we show the strong well-posedness of Mckean-Vlasov SDEs with non-Lipschitz coefficients. Moreover, propagation of chaos and the convergence rate for Euler's scheme of Mckean-Vlasov SDEs are also obtained.

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Keywords

Probability (math.PR), FOS: Mathematics, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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