3 papers
math.ST2026
Nonparametric inference for density-dependent McKean--Vlasov diffusions
Denis Belomestny, Ekaterina Morozova
The present research is devoted to the nonparametric estimation of a density-dependent drift coefficient in a multivariate McKean--Vlasov diffusion from independent observations at…
math.PR2026
Density-Dependent McKean--Vlasov Diffusions: Subgaussian Occupancy Bounds and Polynomial Propagation of Chaos
Denis Belomestny, Ekaterina Morozova
We study the local density-dependent diffusion and a clipped, randomly shifted histogram particle approximation on .…
math.PR2026
Ergodic Properties of Non-Linear Density-Dependent Perturbations of the Ornstein-Uhlenbeck Process
Denis Belomestny, Ekaterina Morozova
The present paper considers McKean-Vlasov SDEs with density-dependent spatially unbounded drift, which may be viewed as a non-linear density-dependent perturbation of the Ornstein-…