47 citations · 198 across the 29 of their papers we have counts for
33 papers
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…
Emergence of Common Noise: Quantitative Conditional Propagation of Chaos
Vlad Bally, Eva Löcherbach
We study a dynamical invariance principle for interacting particle systems with mean-field interactions and common noise emerging through a collective stochastic perturbation. The…
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…
Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)
Vlad Bally, Yifeng Qin
In this paper, we establish an abstract framework for the approximation of the invariant probability measure for a Markov semigroup. Following Pag{è}s and Panloup [40] we use an Eu…
Total variation distance between a jump-equation and its Gaussian approximation
Vlad Bally, Yifeng Qin
We deal with stochastic differential equations with jumps. In order to obtain an accurate approximation scheme, it is usual to replace the "small jumps" by a Brownian motion. In th…
Total variation distance between a jump-equation and its Gaussian approximation
Vlad Bally, Yifeng Qin
We deal with stochastic differential equations with jumps. In order to obtain an accurate approximation scheme, it is usual to replace the "small jumps" by a Brownian motion. In th…