On a class of Levy-driven McKean-Vlasov SDEs with Holder coefficients

被引：3

作者：

Zhang, Hua ^{[1
]}

机构：

[1] Jiangxi Univ Finance & Econ, Sch Stat, Nanchang 330013, Jiangxi, Peoples R China

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2022年 / 516卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Existence and uniqueness; Euler-Maruyama scheme; Stability; Strong Feller property; McKean-Vlasov SDEs with jumps; Holder continuous coefficients; DISTRIBUTION DEPENDENT SDES; EXPONENTIAL ERGODICITY;

D O I：

10.1016/j.jmaa.2022.126556

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, under the assumptions of Holder continuous coefficients, the well-posedness, Euler-Maruyama approximation, stability and strong Feller property for the solution to one-dimensional spectrally one sided Levy processes driven McKean-Vlasov SDEs are considered. Our proof are based on the tools of Yamada-Watanabe approximation technique and Girsanov theorem. (c) 2022 Elsevier Inc. All rights reserved.

引用

页数：30

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