论文标题
由布朗运动驱动的McKean-Vlasov SDES的明确欧拉方法
An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion
论文作者
论文摘要
在本文中，我们建立了混乱的繁殖理论，并提出了欧拉·玛鲁亚山（Euler-Maruyama）方案，用于麦基恩·维拉索夫（McKean-Vlasov）随机微分方程，该方程是由分数布朗尼运动驱动的，hurst指数$ h \ in（0,1）$。同时，获得了Euler方法中错误的上限。证明了一个数值示例来验证理论结果。
In this paper, we establish the theory of chaos propagation and propose an Euler-Maruyama scheme for McKean-Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst exponent $H \in (0,1)$. Meanwhile, upper bounds for errors in the Euler method is obtained. A numerical example is demonstrated to verify the theoretical results.
