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math.PR2024
Empirical approximation to invariant measures of mean-field Langevin dynamics
Wenjing Cao, Kai Du
This paper is concerned with the approximation to invariant measures for Langevin dynamics of McKean--Vlasov type. Under dissipativity and Lipschitz conditions, we prove that the e…
math.PR2024
Particle approximation for a conditional McKean--Vlasov stochastic differential equation
Kai Du, Yunzhang Li, Yuyang Ye
In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability…