Paper Citation Record · LEDGER

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis

As of 9 August 2026, this Paper Citation Record lists 41 of 41 outbound references and 0 inbound Pith citation observations for arXiv:2509.09302.

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Observation 199af5cd-6462-4613-833b-ca2a2a08eaba · outbound

This paper cites Cambridge University Press, Cambridge, second edition, 2009.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Cambridge University Press, Cambridge, second edition, 2009

Reference 1

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Observation 554c79f1-e88e-411d-81f2-6a4a99da2694 · outbound

This paper cites Mean-field description and prop- agation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons.The Journal of Mathe- matical Neuroscience, 2:1–50, 2012.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Mean-field description and prop- agation of chaos in networks of Hodgkin-Huxley and Fitzhugh-Nagumo neurons.The Journal of Mathe- matical Neuroscience, 2:1–50, 2012

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Observation ede3bfbf-341b-4fb4-95f9-0610dac356e6 · outbound

This paper cites Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients.Journal of Theoretical Probability, 35:1187–1215, 2022.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients.Journal of Theoretical Probability, 35:1187–1215, 2022

Reference 3

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Observation b0e0c71d-a275-4fb6-bea9-c0a51048f800 · outbound

This paper cites Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by L\'evy noise.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by L\'evy noise

Reference 4

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Observation b9e64bc3-f238-45fd-9b94-f054eed6e66a · outbound

This paper cites Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients).

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)

Reference 5

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Observation c45d6b1f-0b07-4d72-ba6a-913f43ed7a60 · outbound

This paper cites A stochastic particle method for the McKean-Vlasov and the Burgers equation.Mathematics of Computation, 66(217):157–192, 1997.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis A stochastic particle method for the McKean-Vlasov and the Burgers equation.Mathematics of Computation, 66(217):157–192, 1997

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Observation 0e022321-efb3-40d4-9c19-42366035adba · outbound

This paper cites A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations.Applied Mathematics and Computation, 427:127180, 2022.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis A flexible split-step scheme for solving McKean-Vlasov stochastic differential equations.Applied Mathematics and Computation, 427:127180, 2022

Reference 7

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Observation b702432a-3fa4-40e3-a971-9d881cf03910 · outbound

This paper cites an unresolved cited work.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Unresolved cited work

Reference 8

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Observation d8fbf53f-b4f3-4db1-b1d6-6bb69e620ff6 · outbound

This paper cites an unresolved cited work.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Unresolved cited work

Reference 9

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Observation 38a863b6-8b33-4695-8a27-a47e7ec2cb72 · outbound

This paper cites an unresolved cited work.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Unresolved cited work

Reference 10

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Observation 490f90cb-49a4-48bc-93b7-0f3d73f948fe · outbound

This paper cites Explicit numerical approximations for McKean-Vlasov stochastic differential equations in finite and infinite time.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Explicit numerical approximations for McKean-Vlasov stochastic differential equations in finite and infinite time

Reference 11

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Observation 750b5fbe-252c-4f2d-9cb6-976176f62bb1 · outbound

This paper cites On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations.SIAM Journal on Numerical Analy- sis, 54(3):1840–1872, 2016.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations.SIAM Journal on Numerical Analy- sis, 54(3):1840–1872, 2016

Reference 12

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Observation 953beb30-9e6e-4da7-a36b-f204630a5f26 · outbound

This paper cites an unresolved cited work.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Unresolved cited work

Reference 13

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Observation 26d6adbc-baf7-46d4-a5d3-213887f71fa7 · outbound

This paper cites Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients.Journal of Theoretical Probability, 34(3):1408–1425, 2021.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients.Journal of Theoretical Probability, 34(3):1408–1425, 2021

Reference 14

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Observation 1749d145-3278-43f9-acdd-71d84114ec15 · outbound

This paper cites Simulation of McKean-Vlasov SDEs with super- linear growth.IMA Journal of Numerical Analysis, 42(1):874–922, 2022.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Simulation of McKean-Vlasov SDEs with super- linear growth.IMA Journal of Numerical Analysis, 42(1):874–922, 2022

Reference 15

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Observation 73e6457d-fd1d-494d-878a-80f3b8deea63 · outbound

This paper cites Cambridge University Press, 2015.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Cambridge University Press, 2015

Reference 16

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Observation 40a24847-f986-45cf-a4b6-fb1dda355083 · outbound

This paper cites an unresolved cited work.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Unresolved cited work

Reference 17

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Observation a9b95a9c-02bc-4433-9976-ec4be11f71ae · outbound

This paper cites Strong and weak divergence in finite time of Euler’s method for stochastic differential equations with non-globally Lipschitz continuous coefficients.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Strong and weak divergence in finite time of Euler’s method for stochastic differential equations with non-globally Lipschitz continuous coefficients

Reference 18

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Observation e7411f4d-c920-465f-bae2-c28845f601db · outbound

This paper cites On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients.Automatica, 177:112284, 2025.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients.Automatica, 177:112284, 2025

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Observation 494053e8-5007-41fc-845e-6a5fb5ff3d2c · outbound

This paper cites Initiation of slime mold aggregation viewed as an instability.Journal of theoretical biology, 26(3):399–415, 1970.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Initiation of slime mold aggregation viewed as an instability.Journal of theoretical biology, 26(3):399–415, 1970

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-04T19:26:25.299273Z

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Observation 8b032238-4e27-4ad7-a4e0-72bc30e72a68 · outbound

This paper cites Jump-adapted discretization schemes for Lévy-driven SDEs.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Jump-adapted discretization schemes for Lévy-driven SDEs

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Observation 11a31ebc-4db3-408f-af9d-ed356780d033 · outbound

This paper cites On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients

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Observation f69b430a-99b2-46bd-97f6-3ef3d747b7c5 · outbound

This paper cites On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient.Electronic Journal of Probability, 26:1–32, 2021.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient.Electronic Journal of Probability, 26:1–32, 2021

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Observation 5c1ffb61-d323-406c-9dd5-add28cacad81 · outbound

This paper cites Well-posedness and tamed schemes for McKean-Vlasov equations with common noise.The Annals of Applied Probability, 32(5):3283– 3330, 2022.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Well-posedness and tamed schemes for McKean-Vlasov equations with common noise.The Annals of Applied Probability, 32(5):3283– 3330, 2022

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Observation 7441ef6e-0c13-47ec-b84d-7477962d814e · outbound

This paper cites On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients.Electronic Journal of Probability, 22:1–19, 2017.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients.Electronic Journal of Probability, 22:1–19, 2017

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Observation 9ffbe220-b8ca-4ac1-8752-678036aabf3b · outbound

This paper cites First order strong approximation of Ait–Sahalia-type interest rate model with Poisson jumps.Numerical Algorithms, 94(1):93–130, 2023.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis First order strong approximation of Ait–Sahalia-type interest rate model with Poisson jumps.Numerical Algorithms, 94(1):93–130, 2023

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Observation 15804b90-dca1-446b-9d2a-05bb91e4f13b · outbound

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Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Unresolved cited work

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Observation be498cfd-ef81-438e-8601-4588d1bae7c9 · outbound

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Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Unresolved cited work

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Observation 9c2e7358-b96d-49a7-94ce-faa47b4764f7 · outbound

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Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Unresolved cited work

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Observation ab5930b3-8c25-46c5-b336-e004d1c1e05f · outbound

This paper cites Large and moderate deviation principles for McKean-Vlasov SDEs with jumps.Potential Analysis, 59(3):1141–1190, 2023.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Large and moderate deviation principles for McKean-Vlasov SDEs with jumps.Potential Analysis, 59(3):1141–1190, 2023

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Observation 668d0513-6809-4f21-99ba-ac899f43aa72 · outbound

This paper cites Ergodicity for SDEs and approxima- tions: locally Lipschitz vector fields and degenerate noise.Stochastic Processes and Their Applications, 101(2):185–232, 2002.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Ergodicity for SDEs and approxima- tions: locally Lipschitz vector fields and degenerate noise.Stochastic Processes and Their Applications, 101(2):185–232, 2002

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Observation 663f866a-2a9e-403e-b52c-4a48d1fdffdc · outbound

This paper cites Springer-Verlag, Berlin, 2010.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Springer-Verlag, Berlin, 2010

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Observation 7be867c2-5696-4ea1-9c95-fd8da149cb5f · outbound

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Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Unresolved cited work

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Observation 051c37ef-9295-4b0c-8ff5-c73f2e5d8948 · outbound

This paper cites Chapman and Hall/CRC, 2003.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Chapman and Hall/CRC, 2003

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Observation 15b4b71e-ee0e-44c6-81e1-3ea0589a3a19 · outbound

This paper cites On the infinite time horizon approximation for L\'evy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis On the infinite time horizon approximation for L\'evy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients

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Observation 366a3c96-c8c9-4b43-9b97-215a22f376eb · outbound

This paper cites Compensated stochastic theta methods for stochastic differential equations with jumps.Applied Numerical Mathematics, 60(9):877–887, 2010.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Compensated stochastic theta methods for stochastic differential equations with jumps.Applied Numerical Mathematics, 60(9):877–887, 2010

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Observation 1f934dd5-efa5-4274-b669-83094e370855 · outbound

This paper cites Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients

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Observation 57c2d664-6e18-4c58-a964-8977ec11077c · outbound

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Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Strong convergence of jump-adapted implicit Milstein method for a class of nonlinear jump-diffusion problems.Journal of Computational Mathematics, 42(1):248–270, 2024

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Observation 78d09d29-d837-407a-96f1-a2e1a74987b1 · outbound

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Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Order-preserving strong schemes for SDEs with locally Lipschitz coefficients.Applied Numerical Mathematics, 112:1–16, 2017

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Observation 0bc6f124-6cc8-4a09-afed-27862aca12bb · outbound

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Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients II: finite moments and higher-order schemes

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Observation af72205a-6b77-488b-8934-2a35d5479c0a · outbound

This paper cites With the preceding lemmas in hand, we now prove Theorem 3.1.

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis With the preceding lemmas in hand, we now prove Theorem 3.1

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