Convergence and Stability of the Truncated Stochastic Theta Method for McKean-Vlasov Stochastic Differential Equations Under Local Lipschitz Conditions

This paper focuses on McKean-Vlasov stochastic differential equations under local Lipschitz conditions. We first introduce the stochastic interacting particle system and prove the propagation of chaos. Then we establish a truncated stochastic theta scheme to approximate the interacting particle syst...

ver descrição completa

Detalhes bibliográficos

Principais autores:	Hongxia Chu, Haiyan Yuan, Quanxin Zhu
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2025-07-01
coleção:	Mathematics
Assuntos:	McKean-Vlasov stochastic differential equation Wasserstein distance truncated stochastic theta method strong convergence asymptotical mean square stability
Acesso em linha:	https://www.mdpi.com/2227-7390/13/15/2433
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!