3 papers
math.PR2025
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…
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.NA2024
Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions
Shengrong Wang, Jie Xie, Li Tan
In this paper, our main aim is to investigate the strong convergence for a neutral McKean-Vlasov stochastic differential equation with super-linear delay driven by fractional Brown…