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math.NA2023
Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations
Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan +1
This paper focuses on the numerical stability of stochastic McKean-Vlasov equations (SMVEs) via the stochastic particle method. Firstly, the long-time propagation of chaos in the m…
math.PR2023★ 1 cited
Stochastic equations with low regularity drifts
Jinlong Wei, Junhao Hu, Chenggui Yuan
By using the Itô-Tanaka trick, we prove the unique strong solvability as well as the gradient estimates for stochastic differential equations with irregular drifts in low regularit…