Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations

DOI10.1016/j.cam.2023.115682arXiv2302.09724OpenAlexW4388591468MaRDI QIDQ6145205

Shuaibin Gao, Qian Guo, Chenggui Yuan, Junhao Hu

Publication date: 30 January 2024

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.09724

zbMATH Keywords

propagation of chaosstrong convergence ratetamed Euler-Maruyama schemeneutral multiple-delay stochastic McKean-Vlasov equation

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34Kxx) Probabilistic methods, stochastic differential equations (65Cxx)

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