Rate of homogenization for fully-coupled McKean–Vlasov SDEs
Rate of homogenization for fully-coupled McKean–Vlasov SDEs
In this paper, we consider a fully-coupled slow–fast system of McKean–Vlasov stochastic differential equations with full dependence on the slow and fast component and on the law of the slow component and derive convergence rates to its homogenized limit. We do not make periodicity assumptions, but we impose conditions on …