440 citations · 905 across the 22 of their papers we have counts for
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math.PR2024★ 3 cited
Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
P. D. Hinds, A. Sharma, M. V. Tretyakov
In this paper, we establish well-posedness of reflected McKean-Vlasov SDEs and their particle approximations in smooth non-convex domains. We prove convergence of the interacting p…
math.PR2009★ 106 cited
Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations
Jonathan C. Mattingly, Andrew M. Stuart, M. V. Tretyakov
Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then use…