• Corpus ID: 230437616

A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations

@article{HajiAli2021ASA,
  title={A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations},
  author={Abdul-Lateef Haji-Ali and Hrakon Hoel and Ra{\'u}l Tempone},
  journal={ArXiv},
  year={2021},
  volume={abs/2101.00886}
}
By employing a system of interacting stochastic particles as an approximation of the McKean–Vlasov equation and utilizing classical stochastic analysis tools, namely Itô’s formula and Kolmogorov–Chentsov continuity theorem, we prove the existence and uniqueness of strong solutions for a broad class of McKean–Vlasov equations. Considering an increasing number of particles in the approximating stochastic particle system, we also prove the L strong convergence rate and derive the weak convergence… 
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