Optimal strong convergence rate for a class of McKean-Vlasov SDEs with fast oscillating perturbation

DOI10.1016/j.spl.2022.109662zbMath1498.60225OpenAlexW4292379799MaRDI QIDQ2081778

Yongna Meng, Ting Yang, Xiaobin Sun, Butong Li

Publication date: 30 September 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109662

zbMATH Keywords

Poisson equationslow-fastMcKean-Vlasov stochastic differential equationsstrong convergence order

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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