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math.ST2025
A Fourier-based inference method for learning interaction kernels in particle systems
Grigorios A. Pavliotis, Andrea Zanoni
We consider the problem of inferring the interaction kernel of stochastic interacting particle systems from observations of a single particle. We adopt a semi-parametric approach a…
math.PR2025
Linearization of ergodic McKean SDEs and applications
Grigorios A. Pavliotis, Andrea Zanoni
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary…