A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations

by A.-L Haji-Ali, H. Hoel, R. Tempone
Year: 2021

Bibliography

A.-L Haji-Ali,  H. Hoel , and R. Tempone. "A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations", arXiv preprint  arXiv:2101.00886​​​​​​​​, 2021​​

Keywords

Interacting stochastic particle systems Stochastic mean-field limit Weak and strong convergence rates