Abstract

Abstract In this paper, we are concerned with the limit theory of stochastic McKean–Vlasov equations. First, we prove the optimal L p {L^{p}} ( p ⩾ 2 {p\geqslant 2} ) strong convergence rate of the Wong–Zakai approximation for stochastic McKean–Vlasov equations. Then we show the support theorem for stochastic McKean–Vlasov equations.

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