most citedEmpirical approximation to invariant measures for McKean--Vlasov processes: mean-field interaction vs self-interaction

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math.PR2021★ 1 cited

Empirical approximation to invariant measures for McKean--Vlasov processes: mean-field interaction vs self-interaction

Kai Du, Yifan Jiang, Jinfeng Li

This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some pro…