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math.PR2022★ 1 cited
Diffusion Approximation for Multi-Scale McKean-Vlasov SDEs Through Different Methods
Wei Hong, Shihu Li, Xiaobin Sun
In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow pr…
math.PR2022★ 5 cited
McKean-Vlasov SDE and SPDE with Locally Monotone Coefficients
Wei Hong, Shanshan Hu, Wei Liu
In this paper we mainly investigate the strong and weak well-posedness of a class of McKean-Vlasov stochastic (partial) differential equations. The main existence and uniqueness re…