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Wong–Zakai approximations and support theorems for stochastic McKean–Vlasov equations

  • Jie Xu EMAIL logo and Jiayin Gong
Published/Copyright: August 30, 2022

Abstract

In this paper, we are concerned with the limit theory of stochastic McKean–Vlasov equations. First, we prove the optimal L p ( p 2 ) strong convergence rate of the Wong–Zakai approximation for stochastic McKean–Vlasov equations. Then we show the support theorem for stochastic McKean–Vlasov equations.


Communicated by Maria Gordina


Acknowledgements

The authors are very grateful to Professor Jicheng Liu for his encouragement and help.

References

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Received: 2021-05-06
Revised: 2022-06-21
Published Online: 2022-08-30
Published in Print: 2022-11-01

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