Copertina

The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Yuanping, Cui, Xiaoyue, Li
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Probability Numerical Analysis
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Explicit numerical approximations for McKean-Vlasov stochastic differential equations in finite and infinite time
di: Cui, Yuanping, et al.
Pubblicazione: (2024)

On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
di: Frikha, Noufel, et al.
Pubblicazione: (2025)

Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation
di: Chassagneux, Jean-François, et al.
Pubblicazione: (2024)

Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
di: Agarwal, Ankush, et al.
Pubblicazione: (2023)

The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons
di: Liu, Hu, et al.
Pubblicazione: (2025)

Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift
di: Le, Anh-Dung
Pubblicazione: (2024)

Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
di: Hinds, P. D., et al.
Pubblicazione: (2024)

Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs
di: Awadelkarim, Elsiddig, et al.
Pubblicazione: (2024)

Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
di: Chen, Xingyuan, et al.
Pubblicazione: (2023)

Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions
di: Wang, Shengrong, et al.
Pubblicazione: (2024)

Strong convergence of tamed theta scheme for superlinearly growing McKean-Vlasov NSDDEs driven by fractional Brownian motions
di: Tan, Li, et al.
Pubblicazione: (2024)

Particle method and quantization-based schemes for the simulation of the McKean-Vlasov equation
di: Liu, Yating
Pubblicazione: (2022)

Multilevel Picard approximations for McKean-Vlasov stochastic differential equations with nonconstant diffusion
di: Neufeld, Ariel, et al.
Pubblicazione: (2025)

Solving McKean-Vlasov Equation by deep learning particle method
di: Li, Jingyuan, et al.
Pubblicazione: (2025)

Particle Method for the McKean-Vlasov equation with common noise
di: Gall, Théophile Le
Pubblicazione: (2024)

Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
di: Gao, Shuaibin, et al.
Pubblicazione: (2024)

Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean--Vlasov stochastic differential equations
di: Neufeld, Ariel, et al.
Pubblicazione: (2023)

McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
di: Liu, Zhuoqi, et al.
Pubblicazione: (2026)

An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation
di: Jaquez, Luis Mario Chaparro, et al.
Pubblicazione: (2026)

On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients
di: Tran, Ngoc Khue, et al.
Pubblicazione: (2024)

Weak convergence analysis in the particle limit of the McKean--Vlasov equations using stochastic flows of particle systems
di: Haji-Ali, Abdul-Lateef, et al.
Pubblicazione: (2021)

Quantitative weak propagation of chaos for stable-driven McKean-Vlasov SDEs
di: Cavallazzi, Thomas
Pubblicazione: (2022)

Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients
di: Liu, Taiyuan, et al.
Pubblicazione: (2025)

Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients
di: Zhu, Jingtao, et al.
Pubblicazione: (2025)

On the stability of the invariant probability measures of McKean-Vlasov equations
di: Cormier, Quentin
Pubblicazione: (2022)

The invariant measure of nonlinear McKean-Vlasov stochastic differential equations with common noise
di: Chen, Xing, et al.
Pubblicazione: (2025)

Propagation of chaos for moderately interacting particle systems related to singular kinetic McKean-Vlasov SDEs
di: Hao, Zimo, et al.
Pubblicazione: (2024)

Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs
di: Ding, Yan, et al.
Pubblicazione: (2026)

Polynomial McKean-Vlasov SDEs
di: Cuchiero, Christa, et al.
Pubblicazione: (2025)

Bayesian Nonparametric Inference in McKean-Vlasov models
di: Nickl, Richard, et al.
Pubblicazione: (2024)

Multidimensional Stable Driven McKean-Vlasov SDEs with Distributional Interaction Kernel: Critical Thresholds and Related Models
di: de Raynal, P. -E Chaudru, et al.
Pubblicazione: (2023)

Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift
di: Bossy, Mireille, et al.
Pubblicazione: (2024)

Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients II: finite moments and higher-order schemes
di: Zhao, Yuying, et al.
Pubblicazione: (2024)

Parameter Estimation for Partially Observed McKean-Vlasov Diffusions
di: Jasra, Ajay, et al.
Pubblicazione: (2024)

Malliavin differentiability of McKean-Vlasov SDEs with common noise
di: Bao, Jianhai, et al.
Pubblicazione: (2025)

Solving McKean-Vlasov SDEs via relative entropy
di: Han, Yi
Pubblicazione: (2022)

Exponential Ergodicity for McKean-Vlasov SDEs with Singular Interactions
di: Huang, Xing, et al.
Pubblicazione: (2025)

Regularity and propagation of chaos for conditional McKean-Vlasov equations
di: Arnese, Manuel
Pubblicazione: (2025)

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis
di: Zhu, Jingtao, et al.
Pubblicazione: (2025)

Local convergence rates for Wasserstein gradient flows and McKean-Vlasov equations with multiple stationary solutions
di: Monmarché, Pierre, et al.
Pubblicazione: (2024)