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Bavaud, Equilibrium properties of the Vlasov functional: the generalized Poisson- Boltzmann-Emden equation, Rev

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Linearization of ergodic McKean SDEs and applications

math.PR · 2025-01-23 · conditional · novelty 6.0

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 math.PR · 2025-01-23 · conditional · none · ref 3

    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.