Quantitative estimates for Lévy driven SDEs with different drifts and applications

Processes with independent increments; Lévy processes (60G51) Ergodicity, mixing, rates of mixing (37A25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Jump processes on general state spaces (60J76)

Cites Work

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The tamed unadjusted Langevin algorithm
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Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
Exponential ergodicity for singular reflecting McKean-Vlasov SDEs
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension

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