Well-posedness and propagation of chaos for jump-type McKean-Vlasov SDEs with irregular coefficients

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.

Theorems & Definitions (17)

• Proposition 1.1
• Theorem 1.1
• Theorem 1.2
• Remark 1.1
• Theorem 1.3
• Lemma 2.1
• Lemma 2.2
• Lemma 3.1
• proof
• proof : Proof of Theorem \ref{['thm-1']}