@article{b0de93d5e9fd49f8a5652e6d60c7cff4,
title = "A discretized version of krylov{\textquoteright}s estimate and its applications* ",
abstract = "In this paper we prove a discretized version of Krylov{\textquoteright}s estimate for discretized It{\^o} processes. As applications, we study the weak and strong convergences for Euler{\textquoteright}s approximation of mean-field SDEs with measurable discontinuous and linear growth coefficients. Moreover, we also show the propagation of chaos for Euler{\textquoteright}s approximation of mean-field SDEs.",
keywords = "Euler{\textquoteright}s scheme, Krylov{\textquoteright}s estimate, Mean-field SDE, Propagation of chaos",
author = "Xicheng Zhang",
note = "Publisher Copyright: {\textcopyright} 2019, Institute of Mathematical Statistics. All rights reserved.",
year = "2019",
doi = "10.1214/19-EJP390",
language = "English",
volume = "24",
journal = "Electronic Journal of Probability",
issn = "1083-6489",
publisher = "Institute of Mathematical Statistics",
}