Publications [#372443] of Zachary W Bezemek

Papers Published

1. Bezemek, ZW; Spiliopoulos, K, Rate of homogenization for fully-coupled McKean-Vlasov SDEs, Stochastics and Dynamics, vol. 23 no. 2 (March, 2023), World Scientific Pub Co Pte Ltd [doi]
   (last updated on 2024/07/16)

   Abstract:
   In this paper, we consider a fully-coupled slow-fast system of McKean-Vlasov stochastic differential equations with full dependence on the slow and fast component and on the law of the slow component and derive convergence rates to its homogenized limit. We do not make periodicity assumptions, but we impose conditions on the fast motion to guarantee ergodicity. In the course of the proof we obtain related ergodic theorems and we gain results on the regularity of Poisson type of equations and of the associated Cauchy problem on the Wasserstein space that are of independent interest.