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math.PR2024
The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
Cui Yuanping, Li Xiaoyue
Based on the assumption of the existence and uniqueness of the invariant measure for McKean-Vlasov stochastic differential equations (MV-SDEs), a self-interacting process that depe…
math.PR2024
Numerical approximation to the invariant measure of McKean-Vlasov stochastic differential equations
Yuanping Cui, Xiaoyue Li, Yi Liu +1
Inspired by the stochastic particle method, this paper develops an easily implementable explicit scheme for McKean-Vlasov stochastic differential equations (MV-SDEs) with superline…
math.PR2021
Explicit Numerical Approximations for McKean-Vlasov Neutral Stochastic Differential Delay Equations
Yuanping Cui, Xiaoyue Li, Yi Liu +1
This paper studies the numerical methods to approximate the solutions for a sort of McKean-Vlasov neutral stochastic differential delay equations (MV-NSDDEs) that the growth of the…