Showing math.PRShow all
2 papers · 1 filter
math.PR2025
On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with common noise
Ke Xu, Fen-Fen Yang, Chenggui Yuan
In this work, we establish the existence and uniqueness of solutions to McKean-Vlasov stochastic differential equations (SDEs) driven by Lévy processes with common noise on an infi…
math.PR2024
Long Time $\W_0$-$\widetilde{\W}_1$ type Propagation of Chaos for Mean Field Interacting Particle System
Xing Huang, Fen-Fen Yang, Chenggui Yuan
In this paper, a general result on the long time $\W_0$-$\widetilde{\W}_1$ type propagation of chaos, propagation of chaos with regularization effect, for mean field interacting pa…