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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…