Euler-Maruyama discretization of McKean-Vlasov SDEs admits unique invariant measures with explicit Wasserstein convergence rates under monotonicity.
Zhang, A discretized version of Krylov’s estimate and its applic ations
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The Euler-Maruyama method for invariant measures of McKean-Vlasov stochastic differential equations
Euler-Maruyama discretization of McKean-Vlasov SDEs admits unique invariant measures with explicit Wasserstein convergence rates under monotonicity.