Exponential ergodicity for non-dissipative McKean-Vlasov SDEs

DOI10.3150/22-BEJ1489MaRDI QIDQ2692521

Yanyan Li

Publication date: 22 March 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.12562

zbMATH Keywords

coupling methodLyapunov conditionexponential ergodicityMcKean-Vlasov SDEs

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Markov processes (60Jxx) Parabolic equations and parabolic systems (35Kxx)

Related Items

Exponential ergodicity for singular reflecting McKean-Vlasov SDEs ⋮ Existence and non-uniqueness of stationary distributions for distribution dependent SDEs ⋮ One-dimensional McKean-Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients

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