【今天20:30】International Seminar on SDEs and Related Topics

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01 会议信息 报告题目 Computing the stationary measure of McKean-Vlasov SDEs 报告嘉宾 Jean-FranÇois Chassagneux ENSAE Paris, France 报告时间 2025年1月17日20:30（北京时间） 直播间链接 https://live.bilibili.com/h5/21963219 报告摘要 Under some confluence assumption, it is known that the stationary distribution of a McKean-Vlasov SDE is the limit of the empirical measure of its associated self-interacting diffusion. Our numerical method consists in introducing the Euler scheme with decreasinc step size of this self-interacting diffusion and seeing its empirical measure as the approximation of the stationary distribution of the oriaina Mckean-VLasov SDEs.This simple approach is successful (under some reasonable assumptions...) as we are able to prove convergence with a rate for the Wasserstein distance between the two measures both in the L2 and almost sure sense. In this talk, l will first explain the rationale behind this approach and then l will discuss ………………………………