Cover Image

On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with common noise

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Xu, Ke, Yang, Fen-Fen, Yuan, Chenggui
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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

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

Propagation of chaos and Razumikhin theorem for the nonlinear McKean-Vlasov SFDEs with common noise
by: Chen, Xing, et al.
Published: (2025)

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

The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise
by: Chen, Xing, et al.
Published: (2023)

Long time behavior of one-dimensional McKean-Vlasov SDEs with common noise
by: Jianhai, Bao, et al.
Published: (2024)

A note on Lévy-driven McKean-Vlasov SDEs under monotonicity
by: Bao, Jianhai, et al.
Published: (2024)

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)

The LDP of McKean-Vlasov stochastic differential equations with Hölder continuous conditions and integrable conditions
by: Wu, Hao, et al.
Published: (2025)

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

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

McKean-Vlasov equations with rough common noise
by: Friz, Peter K., et al.
Published: (2025)

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

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

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

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

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

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

Fokker-Planck equations for McKean-Vlasov SDEs driven by fractional Brownian motion
by: Labed, Saloua, et al.
Published: (2024)

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

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

Malliavin differentiability of McKean-Vlasov SDEs with locally Lipschitz coefficients
by: Reis, Goncalo dos, et al.
Published: (2023)

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

Coupling by Change of Measure for Conditional McKean-Vlasov SDEs and Applications
by: Huang, Xing
Published: (2023)

Exponential Convergence in Entropy and Wasserstein Distance for McKean-Vlasov SDEs
by: Ren, Panpan, et al.
Published: (2020)

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

Random Attractors for McKean-Vlasov SDEs
by: Cheng, Mengyu, et al.
Published: (2025)

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

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

Exponential contractivity and propagation of chaos for Langevin dynamics of McKean-Vlasov type with Lévy noises
by: Liu, Yao, et al.
Published: (2024)

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

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

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

Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations
by: Liu, Zhuoqi, et al.
Published: (2023)

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

Large and Moderate deviation principles for the Multivalued McKean-Vlasov SDEs with jumps
by: Cheng, Lingyan, et al.
Published: (2025)

Well-Posedness for McKean-Vlasov SDEs Driven by Multiplicative Stable Noises
by: Deng, Chang-Song, et al.
Published: (2024)

On the density of singular SDEs with fractional noise and applications to McKean-Vlasov equations
by: Anzeletti, Lukas, et al.
Published: (2025)

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

Multi-Scale McKean-Vlasov SDEs: Moderate Deviation Principle in Different Regimes
by: Hong, Wei, et al.
Published: (2023)