2 papers
math.PR2025
Wellposedness and averaging principle for conditional distribution dependent SDEs driven by standard Brownian motions and fractional Brownian motions
Li Tan, Shengrong Wang
In this paper, we study a conditional distribution dependent stochastic differential equations driven by standard Brownian motion and fractional Brownian motion with Hurst exponent…
math.PR2024
Strong convergence of tamed theta scheme for superlinearly growing McKean-Vlasov NSDDEs driven by fractional Brownian motions
Li Tan, Shizhong Hu, Shengrong Wang
In this article, we study the McKean-Vlasov neutral stochastic differential delay equations driven by fractional Brownian motion with super-linearly growing coefficients, where the…