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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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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.
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