Mateusz B. Majka

activity

20152026

most citedCoupling and exponential ergodicity for stochastic differential equations driven by Lévy processes

40 citations · 69 across the 16 of their papers we have counts for

collaborators

Showing 2023Show all

2 papers · 1 filter

math.PR2023

$L^{2}$ -Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems

Linshan Liu, Mateusz B. Majka, Pierre Monmarché

We show the $L^{2}$ -Wasserstein contraction for the transition kernel of a discretised diffusion process, under a contractivity at infinity condition on the drift and a sufficiently…

math.OC2023★ 1 cited

Entropic mean-field min-max problems via Best Response flow

Razvan-Andrei Lascu, Mateusz B. Majka, Łukasz Szpruch

We investigate the convergence properties of a continuous-time optimization method, the \textit{Mean-Field Best Response} flow, for solving convex-concave min-max games with entrop…

L2-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems

Entropic mean-field min-max problems via Best Response flow

$L^{2}$ -Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems