Convergence and Stability of the Truncated Stochastic Theta Method for McKean-Vlasov Stochastic Differential Equations Under Local Lipschitz Conditions
This paper focuses on McKean-Vlasov stochastic differential equations under local Lipschitz conditions. We first introduce the stochastic interacting particle system and prove the propagation of chaos. Then we establish a truncated stochastic theta scheme to approximate the interacting particle syst...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-07-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/15/2433 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|