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• W2946823914 abstract "The goal of this paper is to approximate several kinds of {it Mckean-Vlasov SDEs} with {it irregular coefficients} via weakly interacting particle systems. More precisely, propagation of chaos and convergence rate of Euler-Maruyama scheme associated with the consequent weakly interacting particle systems are investigated for Mckean-Vlasov SDEs, where (i) the diffusion terms are Holder continuous by taking advantage of Yamada-Watanabe's approximation approach and (ii) the drifts are Holder continuous by freezing distributions followed by invoking Zvonkin's transformation trick." @default.
• W2946823914 created "2019-05-29" @default.
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• W2946823914 creator A5051152027 @default.
• W2946823914 date "2019-05-21" @default.
• W2946823914 modified "2023-09-27" @default.
• W2946823914 title "Approximations of Mckean-Vlasov SDEs with Irregular Coefficients" @default.
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• W2946823914 doi "https://doi.org/10.48550/arxiv.1905.08522" @default.
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