Cover Image

Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Chassagneux, Jean-François, Pagès, Gilles
Format:	Preprint
Published:	2024
Subjects:	Probability Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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

The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
by: Yuanping, Cui, et al.
Published: (2024)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

The multiplicative ergodic theorem for McKean-Vlasov SDEs
by: Cheng, Xianjin, et al.
Published: (2024)

Linearization of ergodic McKean SDEs and applications
by: Pavliotis, Grigorios A., et al.
Published: (2025)

A note on the $\mathcal{W}_2$-convergence rate of the empirical measure of an ergodic $\mathbb{R}^d$-valued diffusion
by: Chassagneux, Jean-Francois, et al.
Published: (2025)

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
by: Tran, Ngoc Khue, et al.
Published: (2024)

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

Polynomial McKean-Vlasov SDEs
by: Cuchiero, Christa, et al.
Published: (2025)

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

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

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

Stationary distributions of McKean-Vlasov SDEs with jumps: existence, uniqueness, and multiplicity
by: Bao, Jianhai, et al.
Published: (2025)

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

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

Solving McKean-Vlasov SDEs via relative entropy
by: Han, Yi
Published: (2022)

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

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

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

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

A Multi-level Monte Carlo simulation for invariant distribution of Markovian switching Lévy-driven SDEs with super-linearly growth coefficients
by: Nguyen, Hoang-Viet, et al.
Published: (2024)

Well-posedness of McKean-Vlasov SDEs with density-dependent drift
by: Le, Anh-Dung, et al.
Published: (2024)

Coupling Methods and Applications on Path Dependent McKean-Vlasov SDEs
by: Huang, Xing, et al.
Published: (2024)