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Exponential ergodicity for non-dissipative McKean-Vlasov SDEs

Feng-yu Wang Orcid Logo

Bernoulli, Volume: 29, Issue: 2

Swansea University Author: Feng-yu Wang Orcid Logo

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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...

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Published in: Bernoulli
ISSN: 1350-7265
Published: Bernoulli Society for Mathematical Statistics and Probability 2023
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URI: https://cronfa.swan.ac.uk/Record/cronfa59478
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first_indexed 2022-03-21T12:11:47Z
last_indexed 2023-03-10T04:09:11Z
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spelling v2 59478 2022-03-02 Exponential ergodicity for non-dissipative McKean-Vlasov SDEs 6734caa6d9a388bd3bd8eb0a1131d0de 0000-0003-0950-1672 Feng-yu Wang Feng-yu Wang true false 2022-03-02 SMA 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. Journal Article Bernoulli 29 2 Bernoulli Society for Mathematical Statistics and Probability 1350-7265 1 5 2023 2023-05-01 10.3150/22-bej1489 http://dx.doi.org/10.3150/22-bej1489 Preprint before peer review via https://doi.org/10.48550/arXiv.2101.12562 in Bernoulli Journal (ISSN: 1350-7265) COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University The author was supported by NNSFC (11831014, 11921001) and the National Key R&D Program of China (No. 2020YFA0712900). 2023-06-21T12:20:42.8889393 2022-03-02T06:50:39.3436478 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Feng-yu Wang 0000-0003-0950-1672 1 59478__26787__8c63b562a29b4549bbf15513b10e565b.pdf 59478.pdf 2023-03-09T08:19:10.5829532 Output 386808 application/pdf Accepted Manuscript true false eng
title Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
spellingShingle Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
Feng-yu Wang
title_short Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
title_full Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
title_fullStr Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
title_full_unstemmed Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
title_sort Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
author_id_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de
author_id_fullname_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de_***_Feng-yu Wang
author Feng-yu Wang
author2 Feng-yu Wang
format Journal article
container_title Bernoulli
container_volume 29
container_issue 2
publishDate 2023
institution Swansea University
issn 1350-7265
doi_str_mv 10.3150/22-bej1489
publisher Bernoulli Society for Mathematical Statistics and Probability
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
url http://dx.doi.org/10.3150/22-bej1489
document_store_str 1
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description 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.
published_date 2023-05-01T12:20:41Z
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score 11.037056

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