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Well-posedness and propagation of chaos for jump-type McKean-Vlasov SDEs with irregular coefficients (2402.06146v1)
Published 9 Feb 2024 in math.PR
Abstract: In this paper, we study the existence and pathwise uniqueness of strong solutions for jump-type McKean-Vlasov SDEs with irregular coefficients but uniform linear growth assumption. Moreover, the propagation of chaos and the convergence rate for Euler's scheme of jump-type McKean-Vlasov SDEs are also obtained by taking advantage of Yamada-Watanabe's approximation approach and stopping time.