The law of an ergodic McKean-Vlasov diffusion converges exponentially fast to the law of its linearization around the unique invariant measure, enabling simplified long-time inference.
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Linearization of ergodic McKean SDEs and applications
The law of an ergodic McKean-Vlasov diffusion converges exponentially fast to the law of its linearization around the unique invariant measure, enabling simplified long-time inference.