3 papers
math.PR2026
Density-Dependent McKean--Vlasov Diffusions: Subgaussian Occupancy Bounds and Polynomial Propagation of Chaos
Denis Belomestny, Ekaterina Morozova
We study the local density-dependent diffusion and a clipped, randomly shifted histogram particle approximation on …
math.PR2026
Ergodic Properties of Non-Linear Density-Dependent Perturbations of the Ornstein-Uhlenbeck Process
Denis Belomestny, Ekaterina Morozova
The present paper considers McKean-Vlasov SDEs with density-dependent spatially unbounded drift, which may be viewed as a non-linear density-dependent perturbation of the Ornstein-…
math.ST2024
Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs
Chiara Amorino, Denis Belomestny, VytautÄ PilipauskaitÄ +2
This paper investigates the estimation of the interaction function for a class of McKean-Vlasov stochastic differential equations. The estimation is based on observations of the as…