Optimal strong convergence rate for a class of McKean-Vlasov SDEs with fast oscillating perturbation
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Publication:2081778
DOI10.1016/j.spl.2022.109662zbMath1498.60225OpenAlexW4292379799MaRDI QIDQ2081778
Yongna Meng, Ting Yang, Xiaobin Sun, Butong Li
Publication date: 30 September 2022
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2022.109662
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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