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20122026
most citedA Probabilistic approach to classical solutions of the master equation for large population equilibria

73 citations · 279 across the 29 of their papers we have counts for

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math.PR2024

Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation

Jean-François Chassagneux, Gilles Pagès

We design a fully implementable scheme to compute the invariant distribution of ergodic McKean-Vlasov SDE satisfying a uniform confluence property. Under natural conditions, we pro…