3 papers
math.PR2024
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.…
math.PR2022
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…
math.PR2020
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…