Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction

Probability measures on topological spaces (60B05) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Limit theorems in probability theory (60F99)

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Ergodicity of self-attracting motion
On the rate of convergence in Wasserstein distance of the empirical measure
Recursive computation of the invariant distribution of a diffusion
Some limit theorems for empirical processes (with discussion)
A survey of random processes with reinforcement
Non-uniqueness of stationary measures for self-stabilizing processes
Mean field games
Asymptotic behavior of Brownian polymers
On invariant measures of nonlinear Markov processes
Distribution dependent SDEs for Landau type equations
A PDE approach to a 2-dimensional matching problem
Nonlinear self-stabilizing processes. II: Convergence to invariant probability
Self-interacting diffusions.
Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
Mean rates of convergence of empirical measures in the Wasserstein metric
Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs
McKean-Vlasov SDEs under measure dependent Lyapunov conditions
Wasserstein convergence rate for empirical measures on noncompact manifolds
Existence of invariant probability measures for functional McKean-Vlasov SDEs
Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances
Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions
Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations
A concise course on stochastic partial differential equations
Mean-field stochastic differential equations and associated PDEs
Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes
On the mean speed of convergence of empirical and occupation measures in Wasserstein distance
Propagation of chaos in neural fields
Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes
Ergodicity for Infinite Dimensional Systems
New particle representations for ergodic McKean-Vlasov SDEs
Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
Probabilistic Theory of Mean Field Games with Applications II
A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
Optimal Transport

This page was built for publication: Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction