1 citations · 1 across the 3 of their papers we have counts for
3 papers
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.PR2024
A note on Lévy-driven McKean-Vlasov SDEs under monotonicity
Jianhai Bao, Yao Liu, Jian Wang
In this note, under a weak monotonicity and a weak coercivity, we address strong well-posedness of McKean-Vlasov stochastic differential equations (SDEs) driven by Lévy jump proces…
math.PR2024★ 1 cited
Exponential contractivity and propagation of chaos for Langevin dynamics of McKean-Vlasov type with Lévy noises
Yao Liu, Jian Wang, Meng-ge Zhang
By the probabilistic coupling approach which combines a new refined basic coupling with the synchronous coupling for Lévy processes, we obtain explicit exponential contraction rate…