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Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients
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References

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  • 2017Smoothing properties of McKean–Vlasov SDEs75 cited
  • 2018Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games70 cited
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    • 2021Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables52 cited
    • 2022Well-posedness and tamed schemes for McKean–Vlasov equations with common noise40 cited
    • 2024Strong Convergence of Propagation of Chaos for McKean–Vlasov SDEs with Singular Interactions23 cited
    • 2022Tamed Euler–Maruyama approximation of McKean–Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients22 cited