4 papers
Well-posedness and propagation of chaos for jump-type McKean-Vlasov SDEs with irregular coefficients
Zhen Wang, Jie Ren, Yu Miao
In this paper, we study the existence and pathwise uniqueness of strong solutions for jump-type McKean-Vlasov SDEs with irregular coefficients but uniform linear growth assumption.…
Euler's scheme of Mckean-Vlasov SDEs with non-Lipschitz coefficients
Zhen Wang, Jie Ren, Yu Miao
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 o…
Euler-Maruyama scheme for SDEs with Dini continuous coefficients
Zhen Wang, Yu Miao, RenJie
In this paper, we show the convergence rate of Euler-Maruyama scheme for non-degenerate SDEs with Dini continuous coefficients, by the aid of the regularity of the solution to the…
Strong Uniqueness of Degenerate SDEs with Hölder diffusion coefficients
Zhen Wang, Xicheng Zhang
In this paper we prove a new strong uniqueness result and a weak existence result for possibly {\it degenerate} multidimensional stochastic differential equations with Sobolev diff…