4 papers
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…
A note on Lévy-driven McKean-Vlasov SDEs under monotonicity
Jianhai Bao, Yao Liu, Jian Wang
In this note, under a weak monotonicity and a weak coercivity, we address strong well-posedness of McKean-Vlasov stochastic differential equations (SDEs) driven by Lévy jump proce…