The authors define Koopman and Perron-Frobenius operators for decoupled McKean-Vlasov SDEs and prove EDMD converges to the projected operators.
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Data-driven approximation of transfer operators for mean-field stochastic differential equations
The authors define Koopman and Perron-Frobenius operators for decoupled McKean-Vlasov SDEs and prove EDMD converges to the projected operators.