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Well-posedness and averaging principle for non-Gaussian McKean–Vlasov stochastic differential equations with locally Lipschitz coefficients

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Solutions of McKean–Vlasov stochastic differential equations demonstrate mean square convergence.
Existence and uniqueness are established using an Eulerlike approximation for these equations.
Locally Lipschitz conditions allow superlinear growth in drift while maintaining linearly growing diffusion.
Broader applicability of results is noted for this class of McKean–Vlasov stochastic differential equations.

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This analysis reveals existence and uniqueness for McKean–Vlasov stochastic equations, highlighting an averaging principle for broader conditions.

Chao et al. (2025) studied this question.

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This analysis reveals existence and uniqueness for McKean–Vlasov stochastic equations, highlighting an averaging principle for broader conditions.