Strong convergence of tamed theta scheme for superlinearly growing McKean-Vlasov NSDDEs driven by fractional Brownian motions
Fuente:
arXiv
Saved in:
| Main Authors: | Tan, Li, Hu, Shizhong, Wang, Shengrong |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions
by: Wang, Shengrong, et al.
Published: (2024)
by: Wang, Shengrong, et al.
Published: (2024)
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
by: Gao, Shuaibin, et al.
Published: (2024)
by: Gao, Shuaibin, et al.
Published: (2024)
On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
by: Frikha, Noufel, et al.
Published: (2025)
by: Frikha, Noufel, et al.
Published: (2025)
The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
by: Yuanping, Cui, et al.
Published: (2024)
by: Yuanping, Cui, et al.
Published: (2024)
The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons
by: Liu, Hu, et al.
Published: (2025)
by: Liu, Hu, et al.
Published: (2025)
Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation
by: Liu, Yating
Published: (2022)
by: Liu, Yating
Published: (2022)
Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift
by: Le, Anh-Dung
Published: (2024)
by: Le, Anh-Dung
Published: (2024)
Solving McKean-Vlasov Equation by deep learning particle method
by: Li, Jingyuan, et al.
Published: (2025)
by: Li, Jingyuan, et al.
Published: (2025)
Particle Method for the McKean-Vlasov equation with common noise
by: Gall, Théophile Le
Published: (2024)
by: Gall, Théophile Le
Published: (2024)
Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation
by: Chassagneux, Jean-François, et al.
Published: (2024)
by: Chassagneux, Jean-François, et al.
Published: (2024)
Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
by: Agarwal, Ankush, et al.
Published: (2023)
by: Agarwal, Ankush, et al.
Published: (2023)
Explicit numerical approximations for McKean-Vlasov stochastic differential equations in finite and infinite time
by: Cui, Yuanping, et al.
Published: (2024)
by: Cui, Yuanping, et al.
Published: (2024)
Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs
by: Awadelkarim, Elsiddig, et al.
Published: (2024)
by: Awadelkarim, Elsiddig, et al.
Published: (2024)
Multilevel Picard approximations for McKean-Vlasov stochastic differential equations with nonconstant diffusion
by: Neufeld, Ariel, et al.
Published: (2025)
by: Neufeld, Ariel, et al.
Published: (2025)
Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients
by: Zhu, Jingtao, et al.
Published: (2025)
by: Zhu, Jingtao, et al.
Published: (2025)
Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients
by: Liu, Taiyuan, et al.
Published: (2025)
by: Liu, Taiyuan, et al.
Published: (2025)
McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
by: Liu, Zhuoqi, et al.
Published: (2026)
by: Liu, Zhuoqi, et al.
Published: (2026)
Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
by: Hinds, P. D., et al.
Published: (2024)
by: Hinds, P. D., et al.
Published: (2024)
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
by: Chen, Xingyuan, et al.
Published: (2023)
by: Chen, Xingyuan, et al.
Published: (2023)
Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean--Vlasov stochastic differential equations
by: Neufeld, Ariel, et al.
Published: (2023)
by: Neufeld, Ariel, et al.
Published: (2023)
Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift
by: Bossy, Mireille, et al.
Published: (2024)
by: Bossy, Mireille, et al.
Published: (2024)
Weak convergence analysis in the particle limit of the McKean--Vlasov equations using stochastic flows of particle systems
by: Haji-Ali, Abdul-Lateef, et al.
Published: (2021)
by: Haji-Ali, Abdul-Lateef, et al.
Published: (2021)
Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs
by: Ding, Yan, et al.
Published: (2026)
by: Ding, Yan, et al.
Published: (2026)
Fokker-Planck equations for McKean-Vlasov SDEs driven by fractional Brownian motion
by: Labed, Saloua, et al.
Published: (2024)
by: Labed, Saloua, et al.
Published: (2024)
An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation
by: Jaquez, Luis Mario Chaparro, et al.
Published: (2026)
by: Jaquez, Luis Mario Chaparro, et al.
Published: (2026)
Quantitative weak propagation of chaos for stable-driven McKean-Vlasov SDEs
by: Cavallazzi, Thomas
Published: (2022)
by: Cavallazzi, Thomas
Published: (2022)
Bayesian Nonparametric Inference in McKean-Vlasov models
by: Nickl, Richard, et al.
Published: (2024)
by: Nickl, Richard, et al.
Published: (2024)
On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients
by: Tran, Ngoc Khue, et al.
Published: (2024)
by: Tran, Ngoc Khue, et al.
Published: (2024)
Parameter Estimation for Partially Observed McKean-Vlasov Diffusions
by: Jasra, Ajay, et al.
Published: (2024)
by: Jasra, Ajay, et al.
Published: (2024)
Regularity and propagation of chaos for conditional McKean-Vlasov equations
by: Arnese, Manuel
Published: (2025)
by: Arnese, Manuel
Published: (2025)
Wellposedness and averaging principle for conditional distribution dependent SDEs driven by standard Brownian motions and fractional Brownian motions
by: Tan, Li, et al.
Published: (2025)
by: Tan, Li, et al.
Published: (2025)
Local convergence rates for Wasserstein gradient flows and McKean-Vlasov equations with multiple stationary solutions
by: Monmarché, Pierre, et al.
Published: (2024)
by: Monmarché, Pierre, et al.
Published: (2024)
A limit theory for controlled McKean-Vlasov SPDEs
by: Criens, David
Published: (2023)
by: Criens, David
Published: (2023)
Convergence to equilibrium for a degenerate McKean-Vlasov Equation
by: Duong, Manh Hong, et al.
Published: (2023)
by: Duong, Manh Hong, et al.
Published: (2023)
A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients
by: Vu, Thi-Huong, et al.
Published: (2024)
by: Vu, Thi-Huong, et al.
Published: (2024)
A modified tamed scheme for stochastic differential equations with superlinear drifts
by: Ju, Zichang, et al.
Published: (2025)
by: Ju, Zichang, et al.
Published: (2025)
The small mass limit for a McKean-Vlasov equation with state-dependent friction
by: Shi, Chungang, et al.
Published: (2024)
by: Shi, Chungang, et al.
Published: (2024)
Analysis of splitting schemes for stochastic evolution equations with non-Lipschitz nonlinearities driven by fractional noise
by: Ding, Xiao-Li, et al.
Published: (2025)
by: Ding, Xiao-Li, et al.
Published: (2025)
Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations
by: Liu, Zhuoqi, et al.
Published: (2023)
by: Liu, Zhuoqi, et al.
Published: (2023)
Fokker-Planck equations for conditional McKean-Vlasov systems driven by Brownian sheets
by: Agram, Nacira, et al.
Published: (2024)
by: Agram, Nacira, et al.
Published: (2024)
Similar Items
-
Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions
by: Wang, Shengrong, et al.
Published: (2024) -
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
by: Gao, Shuaibin, et al.
Published: (2024) -
On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
by: Frikha, Noufel, et al.
Published: (2025) -
The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
by: Yuanping, Cui, et al.
Published: (2024) -
The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons
by: Liu, Hu, et al.
Published: (2025)