Semiparametric estimation of McKean-Vlasov SDEs

基于反卷积的McKean-Vlasov随机微分方程非参数估计的多项式收敛速率

Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs

针对McKean-Vlasov随机微分方程的交互函数估计，本文提出基于反卷积的方法，在交互函数尾部指数衰减假设下实现多项式收敛速率，并通过不变密度复变换分析提供理论支撑。

New particle representations for ergodic McKean-Vlasov SDEs

The aim of this paper is to introduce several new particle representations for \textit{ergodic} McKean-Vlasov SDEs. We construct new algorithms by leveraging recent progress in weak convergence analysis of interacting particle system. We present detailed analysis of errors and associated costs of various estimators, highlighting key differences between long-time simulations of linear (classical SDEs) versus non-linear (Mckean-Vlasov SDEs) process.

McKean-Vlasov模型中波动率的拟合优度检验

On goodness-of-fit testing for volatility in McKean-Vlasov models

针对McKean-Vlasov随机微分方程的波动率拟合优度检验问题，提出基于粒子系统离散观测的检验方法，建立其渐近性质，为高维平均场扩散模型的波动率设定评估提供严格依据。

关于反射麦肯-沃拉斯方程的适定性及其近似方法的应用

Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications

本文研究了反射麦肯-沃拉斯随机微分方程的适定性及其粒子近似，并应用于受限域中的采样和优化问题。