»ã±¨±êÌâ (Title)£ºApproximations of McKean¨CVlasov Stochastic Differential Equations with Irregular Coefficients£¨Ææ¹ÖϵÊýµÄMcKean¨CVlasovËæ»ú΢·Ö·½³ÌµÄ¹À¼Æ£©

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»ã±¨¹¦·ò (Time)£º2022Äê6ÔÂ11ÈÕ (ÖÜÁù) 15:00-17:00

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»ã±¨ÌáÒª£ºThe goal of this paper is to approximate two kinds of McKean¨CVlasov stochastic differential equations (SDEs) with irregular coefficients via weakly interacting particle systems. More precisely, propagation of chaos and convergence rate of Euler¨CMaruyama scheme associated with the consequent weakly interacting particle systems are investigated for McKean¨CVlasov SDEs, where (1) the diffusion terms are H?lder continuous by taking advantage of Yamada¨CWatanabe¡¯s approximation approach and (2) the drifts are H?lder continuous by freezing distributions followed by invoking Zvonkin¡¯s transformation trick.