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.
Malrieu, Logarithmic Sobolev inequalities for some nonlinear PDE’s, Stochastic Process
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.PR 1years
2025 1verdicts
CONDITIONAL 1roles
background 1polarities
unclear 1representative citing papers
citing papers explorer
-
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.