Showing 2025 · math.PRShow all
3 papers · 2 filters
math.PR2025
Convergence rates for the -Wasserstein distance of the empirical measures of an ergodic Markov process
René L. Schilling, Jian Wang, Bingyao Wu +1
Let be an ergodic Markov process on , and . We derive upper bounds of the -Wasserstein distance between the invariant measure and the empirica…
math.PR2025
Ergodicity of conditional McKean-Vlasov jump diffusions
Jianhai Bao, Yao Liu, Jian Wang
In this paper, we are interested in conditional McKean-Vlasov jump diffusions, which are also termed as McKean-Vlasov stochastic differential equations with jump idiosyncratic nois…
math.PR2025
Stationary distributions of McKean-Vlasov SDEs with jumps: existence, uniqueness, and multiplicity
Jianhai Bao, Jian Wang
In this paper, we are interested in the issues on existence, uniqueness, and multiplicity of stationary distributions for McKean-Vlasov SDEs with jumps. In detail, with regarding t…