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
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