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...

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Autors principals:	Hongxia Chu, Haiyan Yuan, Quanxin Zhu
Format:	Artigo
Idioma:	Inglês
Publicat:	MDPI AG 2025-07-01
Col·lecció:	Mathematics
Matèries:	McKean-Vlasov stochastic differential equation Wasserstein distance truncated stochastic theta method strong convergence asymptotical mean square stability
Accés en línia:	https://www.mdpi.com/2227-7390/13/15/2433
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