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arXiv · 2402.06146

Well-posedness and propagation of chaos for jump-type McKean-Vlasov SDEs with irregular coefficients

Zhen Wang·Jie Ren·Yu Miao
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Abstract

In this paper, we study the existence and pathwise uniqueness of strong solutions for jump-type McKean-Vlasov SDEs with irregular coefficients but uniform linear growth assumption. Moreover, the propagation of chaos and the convergence rate for Euler's scheme of jump-type McKean-Vlasov SDEs are also obtained by taking advantage of Yamada-Watanabe's approximation approach and stopping time.

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Zhen Wang, Jie Ren, Yu Miao. 2024-02-09. Well-posedness and propagation of chaos for jump-type McKean-Vlasov SDEs with irregular coefficients. https://arxiv.org/abs/2402.06146

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