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math.PR2022★ 5 cited
Strong and weak convergence for averaging principle of DDSDE with singular drift
Mengyu Cheng, Zimo Hao, Michael Röckner
In this paper, we study the averaging principle for distribution dependent stochastic differential equations with drift in localized spaces. Using Zvonkin's transformation an…
math.PR2022★ 6 cited
Strong convergence of propagation of chaos for McKean-Vlasov SDEs with singular interactions
Zimo Hao, Michael Röckner, Xicheng Zhang
In this work we show the strong convergence of propagation of chaos for the particle approximation of McKean-Vlasov SDEs with singular -interactions as well as for the moderat…