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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-…