Tamed Euler approximation for fully superlinear growth McKean-Vlasov SDE and their particle systems: sharp rates for strong propagation of chaos, convergence and ergodicity
Fuente:
arXiv
Guardado en:
| Autores principales: | Soni, Simran, Neelima, Kumar, Chaman, Reis, Goncalo dos |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
por: Chen, Xingyuan, et al.
Publicado: (2023)
por: Chen, Xingyuan, et al.
Publicado: (2023)
Regularity and propagation of chaos for conditional McKean-Vlasov equations
por: Arnese, Manuel
Publicado: (2025)
por: Arnese, Manuel
Publicado: (2025)
Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients
por: Liu, Taiyuan, et al.
Publicado: (2025)
por: Liu, Taiyuan, et al.
Publicado: (2025)
Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
por: Agarwal, Ankush, et al.
Publicado: (2023)
por: Agarwal, Ankush, et al.
Publicado: (2023)
Malliavin differentiability of McKean-Vlasov SDEs with locally Lipschitz coefficients
por: Reis, Goncalo dos, et al.
Publicado: (2023)
por: Reis, Goncalo dos, et al.
Publicado: (2023)
On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
por: Frikha, Noufel, et al.
Publicado: (2025)
por: Frikha, Noufel, et al.
Publicado: (2025)
Malliavin differentiability of McKean-Vlasov SDEs with common noise
por: Bao, Jianhai, et al.
Publicado: (2025)
por: Bao, Jianhai, et al.
Publicado: (2025)
McKean-Vlasov SDE and SPDE with Locally Monotone Coefficients
por: Hong, Wei, et al.
Publicado: (2022)
por: Hong, Wei, et al.
Publicado: (2022)
The random periodic solutions for McKean-Vlasov stochastic differential equations
por: Bao, Jianhai, et al.
Publicado: (2024)
por: Bao, Jianhai, et al.
Publicado: (2024)
Quantitative weak propagation of chaos for stable-driven McKean-Vlasov SDEs
por: Cavallazzi, Thomas
Publicado: (2022)
por: Cavallazzi, Thomas
Publicado: (2022)
Quantitative weak propagation of chaos for McKean--Vlasov branching diffusion processes
por: Cao, Wenjing, et al.
Publicado: (2026)
por: Cao, Wenjing, et al.
Publicado: (2026)
Well-posedness and propagation of chaos for McKean-Vlasov stochastic variational inequalities
por: Ning, Ning, et al.
Publicado: (2024)
por: Ning, Ning, et al.
Publicado: (2024)
A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries
por: Coghi, Michele, et al.
Publicado: (2021)
por: Coghi, Michele, et al.
Publicado: (2021)
The multiplicative ergodic theorem for McKean-Vlasov SDEs
por: Cheng, Xianjin, et al.
Publicado: (2024)
por: Cheng, Xianjin, et al.
Publicado: (2024)
Sensitivity of functionals of McKean-Vlasov SDE's with respect to the initial distribution
por: de Feo, Filippo, et al.
Publicado: (2024)
por: de Feo, Filippo, et al.
Publicado: (2024)
Existence, uniqueness and propagation of chaos for general McKean-Vlasov and mean-field BSDEs
por: Papapantoleon, Antonis, et al.
Publicado: (2024)
por: Papapantoleon, Antonis, et al.
Publicado: (2024)
Set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs
por: Criens, David, et al.
Publicado: (2023)
por: Criens, David, et al.
Publicado: (2023)
Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient
por: Grass, Jules, et al.
Publicado: (2024)
por: Grass, Jules, et al.
Publicado: (2024)
Supercritical McKean-Vlasov SDE driven by cylindrical $α$-stable process
por: Hao, Zimo, et al.
Publicado: (2024)
por: Hao, Zimo, et al.
Publicado: (2024)
Well-posedness and propagation of chaos for jump-type McKean-Vlasov SDEs with irregular coefficients
por: Wang, Zhen, et al.
Publicado: (2024)
por: Wang, Zhen, et al.
Publicado: (2024)
Exponential contractivity and propagation of chaos for Langevin dynamics of McKean-Vlasov type with Lévy noises
por: Liu, Yao, et al.
Publicado: (2024)
por: Liu, Yao, et al.
Publicado: (2024)
Dimension-independent convergence rate of propagation of chaos and numerical analysis for McKean-Vlasov stochastic differential equations with coefficients nonlinearly dependent on measure
por: Zhang, Yuhang, et al.
Publicado: (2025)
por: Zhang, Yuhang, et al.
Publicado: (2025)
Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation
por: Chassagneux, Jean-François, et al.
Publicado: (2024)
por: Chassagneux, Jean-François, et al.
Publicado: (2024)
Strong convergence of tamed theta scheme for superlinearly growing McKean-Vlasov NSDDEs driven by fractional Brownian motions
por: Tan, Li, et al.
Publicado: (2024)
por: Tan, Li, et al.
Publicado: (2024)
Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients
por: Zhu, Jingtao, et al.
Publicado: (2025)
por: Zhu, Jingtao, et al.
Publicado: (2025)
An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation
por: Jaquez, Luis Mario Chaparro, et al.
Publicado: (2026)
por: Jaquez, Luis Mario Chaparro, et al.
Publicado: (2026)
The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
por: Yuanping, Cui, et al.
Publicado: (2024)
por: Yuanping, Cui, et al.
Publicado: (2024)
McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
por: Liu, Zhuoqi, et al.
Publicado: (2026)
por: Liu, Zhuoqi, et al.
Publicado: (2026)
Propagation of chaos for moderately interacting particle systems related to singular kinetic McKean-Vlasov SDEs
por: Hao, Zimo, et al.
Publicado: (2024)
por: Hao, Zimo, et al.
Publicado: (2024)
Conditional McKean-Vlasov control
por: Carmona, René, et al.
Publicado: (2025)
por: Carmona, René, et al.
Publicado: (2025)
Polynomial McKean-Vlasov SDEs
por: Cuchiero, Christa, et al.
Publicado: (2025)
por: Cuchiero, Christa, et al.
Publicado: (2025)
Long run convergence of discrete-time interacting particle systems of the McKean-Vlasov type
por: Bianchi, Pascal, et al.
Publicado: (2024)
por: Bianchi, Pascal, et al.
Publicado: (2024)
Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift
por: Le, Anh-Dung
Publicado: (2024)
por: Le, Anh-Dung
Publicado: (2024)
Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
por: Hinds, P. D., et al.
Publicado: (2024)
por: Hinds, P. D., et al.
Publicado: (2024)
Well-posedness and propagation of chaos for L{é}vy-driven McKean-Vlasov SDEs under Lipschitz assumptions
por: Cavallazzi, Thomas
Publicado: (2023)
por: Cavallazzi, Thomas
Publicado: (2023)
Weak convergence analysis in the particle limit of the McKean--Vlasov equations using stochastic flows of particle systems
por: Haji-Ali, Abdul-Lateef, et al.
Publicado: (2021)
por: Haji-Ali, Abdul-Lateef, et al.
Publicado: (2021)
Linearization of ergodic McKean SDEs and applications
por: Pavliotis, Grigorios A., et al.
Publicado: (2025)
por: Pavliotis, Grigorios A., et al.
Publicado: (2025)
Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations
por: Liu, Zhuoqi, et al.
Publicado: (2023)
por: Liu, Zhuoqi, et al.
Publicado: (2023)
Propagation of chaos and Razumikhin theorem for the nonlinear McKean-Vlasov SFDEs with common noise
por: Chen, Xing, et al.
Publicado: (2025)
por: Chen, Xing, et al.
Publicado: (2025)
Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)
por: Biswas, Sani, et al.
Publicado: (2024)
por: Biswas, Sani, et al.
Publicado: (2024)
Ejemplares similares
-
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
por: Chen, Xingyuan, et al.
Publicado: (2023) -
Regularity and propagation of chaos for conditional McKean-Vlasov equations
por: Arnese, Manuel
Publicado: (2025) -
Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients
por: Liu, Taiyuan, et al.
Publicado: (2025) -
Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
por: Agarwal, Ankush, et al.
Publicado: (2023) -
Malliavin differentiability of McKean-Vlasov SDEs with locally Lipschitz coefficients
por: Reis, Goncalo dos, et al.
Publicado: (2023)