February 8, 2024Open Access

Well-posedness and propagation of chaos for jump-type McKean-Vlasov SDEs with irregular coefficients

Key Points

Key points are not available for this paper at this time.

Abstract

In this paper, we study the existence and pathwise uniqueness of strong solutions for jump-type McKean-Vlasov SDEs with irregular coefficients but uniform linear growth assumption. Moreover, the propagation of chaos and the convergence rate for Euler's scheme of jump-type McKean-Vlasov SDEs are also obtained by taking advantage of Yamada-Watanabe's approximation approach and stopping time.

Read Full Paperexternally

Bookmark

View Full Paper

Cite This Study

Wang et al. (Thu,) studied this question.

synapsesocial.com/papers/68e7b940b6db64358770fbe9 https://doi.org/https://doi.org/10.48550/arxiv.2402.06146

Also Consider

Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context:

1Well-posedness and propagation of chaos for McKean-Vlasov stochastic variational inequalities2024
2Stationary distributions of McKean-Vlasov SDEs with jumps: existence, uniqueness, and multiplicity2025
3Well-posedness and averaging principle for non-Gaussian McKean–Vlasov stochastic differential equations with locally Lipschitz coefficients2025
4Existence, uniqueness and propagation of chaos for general McKean-Vlasov and mean-field BSDEs2024 · 1 citations
5Propagation of chaos for moderately interacting particle systems related to singular kinetic McKean-Vlasov SDEs2024

Bookmark

View Full Paper