36 citations · 126 across the 37 of their papers we have counts for
Showing 2026 · math.PRShow all
2 papers · 2 filters
math.PR2026
Ergodic approximation for the invariant distribution: An abstract framework for law-dependent dynamics
Aurélien Alfonsi, Vlad Bally, Lucia Caramellino +1
This paper studies the approximation of invariant distributions for a broad class of law-dependent dynamics, including McKean-Vlasov stochastic differential equations and Boltzmann…
math.PR2026
Weak error approximation for rough and Gaussian mean-reverting stochastic volatility models
Aurélien Alfonsi, Ahmed Kebaier
For a class of stochastic models with Gaussian and rough mean-reverting volatility that embeds the genuine rough Stein-Stein model, we study the weak approximation rate when using…