Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations

Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations

Year:    2017

Numerical Mathematics: Theory, Methods and Applications, Vol. 10 (2017), Iss. 4 : pp. 798–828

Abstract

This paper is devoted to numerical methods for mean-field stochastic differential equations (MSDEs). We first develop the mean-field Itô formula and mean-field Itô-Taylor expansion. Then based on the new formula and expansion, we propose the Itô-Taylor schemes of strong order $γ$ and weak order $η$ for MSDEs, and theoretically obtain the convergence rate $γ$ of the strong Itô-Taylor scheme, which can be seen as an extension of the well-known fundamental strong convergence theorem to the meanfield SDE setting. Finally some numerical examples are given to verify our theoretical results.

You do not have full access to this article.

Already a Subscriber? Sign in as an individual or via your institution

Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.2017.0007

Numerical Mathematics: Theory, Methods and Applications, Vol. 10 (2017), Iss. 4 : pp. 798–828

Published online:    2017-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    31

Keywords:    Itô-Taylor scheme mean-field stochastic differential equation mean-field Itô-Taylor formula error estimate.

  1. Numerical methods for mean-field stochastic differential equations with jumps

    Sun, Yabing | Zhao, Weidong

    Numerical Algorithms, Vol. 88 (2021), Iss. 2 P.903

    https://doi.org/10.1007/s11075-020-01062-w [Citations: 0]
  2. A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps

    Agarwal, Ankush | Pagliarani, Stefano

    Stochastics, Vol. 93 (2021), Iss. 4 P.592

    https://doi.org/10.1080/17442508.2020.1771337 [Citations: 4]
  3. Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations

    Sun, Yabing | Zhao, Weidong | Zhou, Tao

    SIAM Journal on Numerical Analysis, Vol. 56 (2018), Iss. 4 P.2672

    https://doi.org/10.1137/17M1161944 [Citations: 10]
  4. An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations

    Sun, Yabing | Zhao, Weidong

    Numerical Algorithms, Vol. 84 (2020), Iss. 1 P.253

    https://doi.org/10.1007/s11075-019-00754-2 [Citations: 4]