May 2023 Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
Feng-Yu Wang
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Bernoulli 29(2): 1035-1062 (May 2023). DOI: 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-preserving, the exponential ergodicity is derived in the Wasserstein distance induced by one-dimensional increasing functions chosen according to the coefficients of the equation.

Funding Statement

The author was supported by NNSFC (11831014, 11921001) and the National Key R&D Program of China (No. 2020YFA0712900).

Acknowledgments

The author would like to thank the referees and Professor Jian Wang for helpful comments and corrections.

Citation

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Feng-Yu Wang. "Exponential ergodicity for non-dissipative McKean-Vlasov SDEs." Bernoulli 29 (2) 1035 - 1062, May 2023. https://doi.org/10.3150/22-BEJ1489

Information

Received: 1 June 2021; Published: May 2023
First available in Project Euclid: 19 February 2023

MathSciNet: MR4550214
zbMATH: 07666809
Digital Object Identifier: 10.3150/22-BEJ1489

Keywords: Coupling method , exponential ergodicity , Lyapunov condition , Mckean-Vlasov SDEs

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Vol.29 • No. 2 • May 2023
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