Strong Averaging Principle for Two-Time-Scale Stochastic McKean-Vlasov Equations
Strong Averaging Principle for Two-Time-Scale Stochastic McKean-Vlasov Equations
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Author / Creator
Xu, Jie , Liu, Juanfang , Liu, Jicheng and Miao, Yu
Publisher
New York: Springer US
Journal title
Language
English
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Publisher
New York: Springer US
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Contents
In the paper, an averaging principle problem of stochastic McKean-Vlasov equations with slow and fast time-scale is considered. Firstly, existence and uniqueness of the strong solutions of stochastic McKean-Vlasov equations with two time-scale is proved by using the Picard iteration. Secondly, we show that there exists an exponential convergence to...
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Full title
Strong Averaging Principle for Two-Time-Scale Stochastic McKean-Vlasov Equations
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TN_cdi_proquest_journals_2575154264
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2575154264
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ISSN
0095-4616
E-ISSN
1432-0606
DOI
10.1007/s00245-021-09787-3
