3 papers
math.PR2026
McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
Zhuoqi Liu, Qian Guo, Shuaibin Gao +1
This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose di…
math.PR2025
The Euler-Maruyama method for SDEs with low-regularity drift
Jinlong Wei, Junhao Hu, Guangying Lv +1
We study the strong -convergence rates of the Euler-Maruyama method for stochastic differential equations driven by Brownian motion with low-regularity drift coefficients. Spe…
math.NA2025
Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations
Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan +1
This paper focuses on the numerical stability of stochastic McKean-Vlasov equations (SMVEs) via the stochastic particle method. Firstly, the long-time propagation of chaos in the m…