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Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
Feng-yu Wang 
Bernoulli, Volume: 29, Issue: 2
Swansea University Author:
Feng-yu Wang
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DOI (Published version): 10.3150/22-bej1489
Abstract
Under Lyapunov and monotone conditions, the exponential ergodicity in the induced Wasserstein quasi-distance is proved for a class of non-dissipative McKean-Vlasov SDEs, which strengthen some recent results established under dissipative conditions in long distance. Moreover, when the SDE is order-pr...
| Published in: | Bernoulli |
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| ISSN: | 1350-7265 |
| Published: |
Bernoulli Society for Mathematical Statistics and Probability
2023
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa59478 |
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| Abstract: |
Under Lyapunov and monotone conditions, the exponential ergodicity in the induced Wasserstein quasi-distance is proved for a class of non-dissipative McKean-Vlasov SDEs, which strengthen some recent results established under dissipative conditions in long distance. Moreover, when the SDE is order-preserving, the exponential ergodicity is derived in the Wasserstein distance induced by one-dimensional increasing functions chosen according to the coefficients of the equation. |
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| Item Description: |
Preprint before peer review via https://doi.org/10.48550/arXiv.2101.12562 in Bernoulli Journal (ISSN: 1350-7265) |
| College: |
Faculty of Science and Engineering |
| Funders: |
The author was supported by NNSFC (11831014, 11921001) and the National Key R&D Program of China (No. 2020YFA0712900). |
| Issue: |
2 |