On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations

DOI10.1080/07362994.2020.1845206zbMath1474.60152OpenAlexW3104522568MaRDI QIDQ5859958

Mohamed Amine Mezerdi

Publication date: 18 November 2021

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2020.1845206

zbMATH Keywords

strong solutiontightnessdelay equationpathwise uniquenessWasserstein distancemean-field equationCarathéodory numerical schemeMckean-Vlasov equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (2)

Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients ⋮ Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon

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