论文标题

Euler的McKean-Vlasov Sdes方案具有非lipschitz系数

Euler's scheme of Mckean-Vlasov SDEs with non-Lipschitz coefficients

论文作者

Wang, Zhen, Ren, Jie, Miao, Yu

论文摘要

在本文中,我们显示了具有非lipschitz系数的McKean-Vlasov SDE的强大良好性。此外,还获得了混乱的传播和欧拉(Euler)麦克基·维拉索夫(McKean-Vlasov Sdes)方案的收敛速率。

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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