Wong–Zakai approximations and support theorems for stochastic McKean–Vlasov equations.

In this paper, we are concerned with the limit theory of stochastic McKean–Vlasov equations. First, we prove the optimal L p ( p ⩾ 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. [ABSTRACT FROM AUTHOR]