{
  "id": "1903.11754",
  "version": "v1",
  "published": "2019-03-28T01:56:33.000Z",
  "updated": "2019-03-28T01:56:33.000Z",
  "title": "Euler-Maruyama Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients",
  "authors": [
    "Xiaojie Ding",
    "Huijie Qiao"
  ],
  "comment": "14 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we study a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. Firstly, by an Euler-Maruyama approximation existence of its weak solutions is proved. And then we observe pathwise uniqueness of its weak solutions. Finally, it is shown that the Euler-Maruyama approximation has an optimal strong convergence rate.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-03-28T01:56:33.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10"
    ],
    "keywords": [
      "stochastic mckean-vlasov equations",
      "non-lipschitz coefficients",
      "optimal strong convergence rate",
      "weak solutions",
      "euler-maruyama approximation existence"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 14,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}