Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion

DOI10.3934/dcdss.2023021zbMath1515.60193arXiv2207.04274OpenAlexW4321123567MaRDI QIDQ6107311

Xucheng Wang, Xing Huang

Publication date: 3 July 2023

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.04274

zbMATH Keywords

propagation of chaosHölder continuous diffusionYamada-Watanabe approximationpath dependent McKean-Vlasov SDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic particle methods (65C35)

Related Items (2)

Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes ⋮ Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations

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