Well-posedness and propagation of chaos for jump-type McKean-Vlasov SDEs with irregular coefficients
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arXiv
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866911773893853184 |
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| author | Wang, Zhen Ren, Jie Miao, Yu |
| author_facet | Wang, Zhen Ren, Jie Miao, Yu |
| contents | In this paper, we study the existence and pathwise uniqueness of strong solutions for jump-type McKean-Vlasov SDEs with irregular coefficients but uniform linear growth assumption. Moreover, the propagation of chaos and the convergence rate for Euler's scheme of jump-type McKean-Vlasov SDEs are also obtained by taking advantage of Yamada-Watanabe's approximation approach and stopping time. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_06146 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Well-posedness and propagation of chaos for jump-type McKean-Vlasov SDEs with irregular coefficients Wang, Zhen Ren, Jie Miao, Yu Probability In this paper, we study the existence and pathwise uniqueness of strong solutions for jump-type McKean-Vlasov SDEs with irregular coefficients but uniform linear growth assumption. Moreover, the propagation of chaos and the convergence rate for Euler's scheme of jump-type McKean-Vlasov SDEs are also obtained by taking advantage of Yamada-Watanabe's approximation approach and stopping time. |
| title | Well-posedness and propagation of chaos for jump-type McKean-Vlasov SDEs with irregular coefficients |
| topic | Probability |
| url | https://arxiv.org/abs/2402.06146 |