Euler's scheme of Mckean-Vlasov SDEs with non-Lipschitz coefficients

preprint2022arXivOpen access

Abstract

In this paper, we show the strong well-posedness of Mckean-Vlasov SDEs with non-Lipschitz coefficients. Moreover, propagation of chaos and the convergence rate for Euler's scheme of Mckean-Vlasov SDEs are also obtained.

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