Asymptotic limit of fully coupled multi-scale non-linear stochastic
system: the non-autonomous approximation method
Asymptotic limit of fully coupled multi-scale non-linear stochastic
system: the non-autonomous approximation method
In this paper, we develop a novel argument, the non-autonomous approximation method, to seek the asymptotic limits of the fully coupled multi-scale McKean-Vlasov stochastic systems with irregular coefficients, which, as summarized in [3,Section 7], remains an open problem in the field. We provide an explicit characterization for the averaged limit …