On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linear growth drift and diffusion coefficients

par Hoang Long Ngo (Hanoi National University of Education)

vendredi 12 sept. 2025, 10:30 → 11:30 Europe/Paris

E2 1180 (Tours)

In this talk, we propose a tamed-adaptive Euler-Maruyama scheme and show its strong convergence in both finite and infinite time horizons when applied to certain classes of Lévy-driven McKean-Vlasov stochastic differential equations with non-globally Lipschitz continuous and super-linearly growing drift and diffusion coefficients.
This is joint work with Tran Ngoc Khue (HUST), Luong Duc Trong (HNUE), and Kieu Trung Thuy (HNUE).