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math.PR2019★ 10 cited
Approximations of Mckean-Vlasov SDEs with Irregular Coefficients
Jianhai Bao, Xing Huang
The goal of this paper is to approximate several kinds of {\it Mckean-Vlasov SDEs} with {\it irregular coefficients} via weakly interacting particle systems. More precisely, propag…
math.PR2019
Limit Theorems for Additive Functionals of Path-Dependent SDEs
Jianhai Bao, Feng-Yu Wang, Chenggui Yuan
By using limit theorems of uniform mixing Markov processes and martingale difference sequences, the strong law of large numbers, central limit theorem, and the law of iterated loga…