Diffusion approximation for multi-scale McKean-Vlasov SDEs through different methods
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Publication:6635955
DOI10.1016/j.jde.2024.09.012MaRDI QIDQ6635955
Hong, Wei, Shihu Li, Xiaobin Sun
Publication date: 12 November 2024
Published in: Journal of Differential Equations (Search for Journal in Brave)
diffusion approximationMcKean-Vlasov stochastic differential equationsmartingale representation theorem
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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