2 papers
math.AP2025
Existence and smoothness of density function of solution to Mckean--Vlasov Equation with general coefficients
Boyu Wang, Yongkui Zou, Jinhui Zhou
In this paper, we study the existence and smoothness of a density function to the solution of a Mckean-Vlasov equation with the aid of Malliavin calculus. We first show the existen…
math.NA2025
A novel numerical method for mean field stochastic differential equation
Jinhui Zhou, Yongkui Zou, Shimin Chai +2
In this paper, we propose a novel method to approximate the mean field stochastic differential equation by means of approximating the density function via Fokker-Planck equation. W…