most citedCapturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations

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math.PR2025

Tamed Euler approximation for fully superlinear growth McKean-Vlasov SDE and their particle systems: sharp rates for strong propagation of chaos, convergence and ergodicity

Simran Soni, Neelima, Chaman Kumar +1

We study McKean--Vlasov Stochastic Differential Equations (MV-SDEs) whose drift and diffusion coefficients are of superlinear growth in \textit{all} their variables thus also super…