2 papers
math.PR2025
Density convergence on Markov diffusion chaos via Stein's method
Thanh Dang, Yaozhong Hu
We study the difference between the probability density of a random variable on Markov diffusion chaos and the probability density of a general target distribution . In the…
math.NA2025
Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients
Taiyuan Liu, Yaozhong Hu, Siqing Gan
This paper presents a strong convergence rate analysis of general discretization approximations for McKean-Vlasov SDEs with super-linear growth coefficients over infinite time hori…