

























This paper investigates the approximation of invariant measures for McKean-Vlasov stochastic differential equations (SDEs) using the Euler-Maruyama (EM) scheme under a monotonicity condition. Firstly, the convergence of the numerical solution from the EM scheme to its continuous-time counterpart is established. Secondly, we show that the numerical solution admits a unique invariant measure and derive its convergence rate under the Wasserstein metric. In parallel, it is demonstrated that the associated particle system also possesses these properties.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。