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Wong–Zakai approximations and support theorems for stochastic McKean–Vlasov equations
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Abstract
In this paper, we are concerned with the limit theory of stochastic McKean–Vlasov equations.
First, we prove the optimal
L
p
{L^{p}}
(
p
⩾
2
{p\geqslant 2}
) strong convergence rate of the Wong–Zakai approximation
for stochastic McKean–Vlasov equations. Then we show the support theorem for stochastic
McKean–Vlasov equations.
Title: Wong–Zakai approximations and support theorems for stochastic McKean–Vlasov equations
Description:
Abstract
In this paper, we are concerned with the limit theory of stochastic McKean–Vlasov equations.
First, we prove the optimal
L
p
{L^{p}}
(
p
⩾
2
{p\geqslant 2}
) strong convergence rate of the Wong–Zakai approximation
for stochastic McKean–Vlasov equations.
Then we show the support theorem for stochastic
McKean–Vlasov equations.
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