activity
20122023
most citedWeak convergence of path-dependent SDEs with irregular coefficients

8 citations · 57 across the 30 of their papers we have counts for

collaborators
Showing 2023Show all

1 paper · 1 filter

math.PR2023

Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle

Jinghai Shao, Taoran Tian, Shen Wang

We investigate the conditional McKean-Vlasov stochastic differential equations with jumps and Markovian regime-switching. We establish the strong wellposedness using L2-Wasser-stei…