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• W4316019729 startingPage "107122" @default.
• W4316019729 abstract "In this paper, we investigate the time-changed McKean–Vlasov stochastic differential equations (MV-SDEs) via interacting particle systems, where the MV-SDEs contain two drift terms, one driven by the random time change Et and the other driven by a regular, non-random time variable t. Strong convergence and convergence rate in the finite time of the Euler–Maruyama (EM) method on the particle system is discussed. Numerical example illustrates that “particle corruption” will not occur on the whole particle system and show the consistency with convergence result." @default.
• W4316019729 created "2023-01-14" @default.
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• W4316019729 date "2023-05-01" @default.
• W4316019729 modified "2023-10-16" @default.
• W4316019729 title "Strong approximation of non-autonomous time-changed McKean–Vlasov stochastic differential equations" @default.
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• W4316019729 doi "https://doi.org/10.1016/j.cnsns.2023.107122" @default.
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