5 papers
A localized coupling approach to interacting continuous-state branching processes
Shukai Chen, Pei-Sen Li, Jian Wang
We introduce a class of continuous-state branching processes with immigration, predation and competition, which can be viewed as a combination of the classical Lotka-Volterra model…
Convergence rates for the -Wasserstein distance of the empirical measures of an ergodic Markov process
René L. Schilling, Jian Wang, Bingyao Wu +1
Let be an ergodic Markov process on , and . We derive upper bounds of the -Wasserstein distance between the invariant measure and the empirica…
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…
Stationary distributions of McKean-Vlasov SDEs with jumps: existence, uniqueness, and multiplicity
Jianhai Bao, Jian Wang
In this paper, we are interested in the issues on existence, uniqueness, and multiplicity of stationary distributions for McKean-Vlasov SDEs with jumps. In detail, with regarding t…
Geometric ergodicity of modified Euler schemes for SDEs with super-linearity
Jianhai Bao, Mateusz B. Majka, Jian Wang
As a well-known fact, the classical Euler scheme works merely for SDEs with coefficients of linear growth. In this paper, we study a general framework of modified Euler schemes, wh…