Wong–Zakai approximations and support theorems for stochastic McKean–Vlasov equations

Author:

Xu Jie1,Gong Jiayin1

Affiliation:

1. College of Mathematics and Information Science , Henan Normal University , Xinxiang , Henan 453007 , P. R. China

Abstract

Abstract In this paper, we are concerned with the limit theory of stochastic McKean–Vlasov equations. First, we prove the optimal L p {L^{p}} ( p 2 {p\geqslant 2} ) strong convergence rate of the Wong–Zakai approximation for stochastic McKean–Vlasov equations. Then we show the support theorem for stochastic McKean–Vlasov equations.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,General Mathematics

Reference26 articles.

1. V. Bally, A. Millet and M. Sanz-Solé, Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations, Ann. Probab. 23 (1995), no. 1, 178–222.

2. J. Bao and X. Huang, Approximations of Mckean–Vlasov SDEs with irregular coefficients, preprint (2019), https://arxiv.org/abs/1905.08522.

3. J. Bao, C. Reisinger, P. Ren and W. Stockinger, First-order convergence of Milstein schemes for McKean–Vlasov equations and interacting particle systems, Proc. A. 477 (2021), no. 2245, Paper No. 20200258.

4. J. Bao, C. Reisinger, P. Ren and W. Stockinger, Milstein schemes for delay Mckean equations and interacting particle systems, preprint (2020), https://arxiv.org/abs/2005.01165.

5. J. Bao and J. Shao, Weak convergence of path-dependent SDEs with irregular coefficients, preprint (2018), https://arxiv.org/abs/1809.03088.

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES;Nagoya Mathematical Journal;2023-09-08

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3