Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes

DOI10.3934/dcdss.2023032zbMath1515.60188OpenAlexW4321787651MaRDI QIDQ6107316

Shuaibin Gao, Zhuoqi Liu, Junhao Hu, Qian Guo

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://doi.org/10.3934/dcdss.2023032

zbMATH Keywords

Euler-Maruyama schemestrong convergence rateHölder diffusion coefficientsmultiple-delay stochastic McKean-Vlasov equationsYamada-Watanabe approximation technique

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)

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