4 citations · 8 across the 8 of their papers we have counts for
8 papers
Stein's Method for Convergence Rates of Invariant Measures in the Nonlocal-to-Local Limit
Mingyan Wu, Guohuan Zhao
We utilize Stein's method to establish quantitative bounds on the total variation distance between the invariant measure of a drifted nonlocal Markov operator and that of its local…
The Euler-Maruyama method for invariant measures of McKean-Vlasov stochastic differential equations
Zhen Wang, Mingyan Wu
This paper investigates the approximation of invariant measures for McKean-Vlasov stochastic differential equations (SDEs) using the Euler-Maruyama (EM) scheme under a monotonicity…
Euler--Maruyama scheme for -stable SDE with distributional drift
Zimo Hao, Mingyan Wu
In this paper, we consider a class of stochastic differential equations driven by symmetric non-degenerate -stable processes (including cylindrical ones) with . We f…
Supercritical McKean-Vlasov SDE driven by cylindrical -stable process
Zimo Hao, Chongyang Ren, Mingyan Wu
In this paper, we study the following supercritical McKean-Vlasov SDE, driven by a symmetric non-degenerate cylindrical -stable process in with : $$ \…
SDE driven by cylindrical -stable process with distributional drift
Zimo Hao, Mingyan Wu
For , we study the following stochastic differential equation driven by a non-degenerate symmetric -stable process in : \begin{align*} {\rm d} X_t=b(t,…
Well-posedness of density dependent SDE driven by -stable process with Hölder drifts
Mingyan Wu, Zimo Hao
In this paper, we show the weak and strong well-posedness of density dependent stochastic differential equations driven by -stable processes with . The existence part…