2 papers
math.PR2026
Ergodic approximation for the invariant distribution: An abstract framework for law-dependent dynamics
Aurélien Alfonsi, Vlad Bally, Lucia Caramellino +1
This paper studies the approximation of invariant distributions for a broad class of law-dependent dynamics, including McKean-Vlasov stochastic differential equations and Boltzmann…
math.PR2026
Euler-type approximation for the invariant measure: An abstract framework
Aurélien Alfonsi, Vlad Bally, Arturo Kohatsu-Higa
We establish a general framework to study the rate of convergence of a Euler type approximation scheme with decreasing time steps to the invariant measure, for a general class of s…