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Euler–Maruyama Approximations for Stochastic McKean–Vlasov Equations with Non-Lipschitz Coefficients
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References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 2005Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering200 cited
  • 2005Theory of Stochastic Differential Equations with Jumps and Applications153 cited
  • 2018Distribution dependent SDEs with singular coefficients143 cited

Cited by

  • 2022Well-posedness and tamed schemes for McKean–Vlasov equations with common noise40 cited
  • 2021Strong Averaging Principle for Two-Time-Scale Stochastic McKean-Vlasov Equations29 cited
  • 2022Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation26 cited

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