2 papers
math.PR2025
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…
math.PR2024
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…