15. R.-A. Lascu, M. B. Majka and Ł. Szpruch, Mirror Descent-Ascent for mean-field min-max problems, submitted, 2024, [arXiv].

14. L. Liu, M. B. Majka and P. Monmarché, L^2-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems, submitted, 2023, [arXiv].

13. R.-A. Lascu, M. B. Majka and Ł. Szpruch, Entropic mean-field min-max problems via Best Response and Fisher-Rao flows, submitted, 2023, [arXiv].

12. W. S. Kendall, M. B. Majka and A. Mijatović, Optimal Markovian coupling for finite activity Lévy processes, to appear in Bernoulli, 2023, [arXiv].

11. L. Liu, M. B. Majka and Ł. Szpruch, Polyak-Łojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes, Appl. Math. Optim. 87 (2023) 48, [link], [arXiv].

10. L.-J. Huang, M. B. Majka and J. Wang, Strict Kantorovich contractions for Markov chains and Euler schemes with general noise, Stochastic Process. Appl. 151 (2022), 307-341, [link], [arXiv].

9. M. B. Majka, M. Sabate-Vidales and Ł. Szpruch, Multi-index Antithetic Stochastic Gradient Algorithm, Stat. Comput. 33 (2023) 49, [link], [arXiv].

8. L.-J. Huang, M. B. Majka and J. Wang, Approximation of heavy-tailed distributions via stable-driven SDEs, Bernoulli 27 (2021), no. 3, 2040-2068, [link], [arXiv].

7. M. Liang, M. B. Majka and J. Wang, Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise, Ann. Inst. Henri Poincaré Probab. Stat. 57 (2021), no. 3, 1665-1701, [link], [arXiv].

6. M. B. Majka, A. Mijatović and Ł. Szpruch, Non-asymptotic bounds for sampling algorithms without log-concavity, Ann. Appl. Probab. 30 (2020), no. 4, 1534-1581, [link], [arXiv].

5. M. B. Giles, M. B. Majka, Ł. Szpruch, S. J. Vollmer and K. C. Zygalakis, Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations, Stat. Comput. 30 (2020), no. 3, 507-524, [link], [arXiv].

4. A. Eberle and M. B. Majka, Quantitative contraction rates for Markov chains on general state spaces, Electron. J. Probab. 24 (2019), paper no. 26, 36 pp., [link], [arXiv].

3. M. B. Majka, A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift, Probab. Math. Statist. 40 (2020), no. 1, 37-55, [link], [arXiv].

2. M. B. Majka, Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling, Ann. Inst. Henri Poincaré Probab. Stat. 55 (2019), no. 4, 2019-2057, [link], [arXiv].

1. M. B. Majka, Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes, Stochastic Process. Appl. 127 (2017), no. 12, 4083-4125, [link], [arXiv].

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