Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

Unnamed Item
Unnamed Item
Clarification and complement to ``Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons
Control of McKean-Vlasov dynamics versus mean field games
Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\)
Self-avoiding random walk: A Brownian motion model with local time drift
Approximate solutions for a class of doubly perturbed stochastic differential equations
The ``true self-avoiding walk with bond repulsion on \(\mathbb{Z}\): Limit theorems
Upper and lower limits of doubly perturbed Brownian motion
Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients
Well-posedness and tamed schemes for McKean-Vlasov equations with common noise
Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients
Existence of invariant probability measures for functional McKean-Vlasov SDEs
A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations
Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions
An adaptive Euler-Maruyama scheme for Mckean-Vlasov SDEs with super-linear growth and application to the mean-field Fitzhugh-Nagumo model
On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient
On laws of large numbers for systems with mean-field interactions and Markovian switching
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type
Doubly perturbed neutral stochastic functional equations
Numerical methods for nonlinear stochastic differential equations with jumps
Long time average of first order mean field games and weak KAM theory
Generalized Ray-Knight theory and limit theorems for self-interacting random walks on \(\mathbb{Z}^ 1\)
Simulation of McKean–Vlasov SDEs with super-linear growth
Large deviations for perturbed reflected diffusion processes
Stability Analysis of Numerical Schemes for Stochastic Differential Equations
Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics

This page was built for publication: Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations