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math.PR2024
Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
Chungang Shi
In the paper, a class of second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps with non-Lipschitz conditions is considered. The existence and uniqueness…
math.PR2024
Convergence rate of the Smoluchowski-Kramers approximation for diffusions with jumps
Chungang Shi
In the paper, the Kolmogorov distance is used to study the Smoluchowski-Kramers approximation for diffusions with jumps. The convergence rate is derived by Malliavin calculus.