Exponential ergodicity for singular reflecting McKean-Vlasov SDEs

DOI10.1016/j.spa.2023.03.009zbMath1511.60091arXiv2108.03908MaRDI QIDQ6044254

Feng-Yu Wang

Publication date: 17 May 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.03908

zbMATH Keywords

exponential ergodicitynon-symmetric singular granular media equationsreflecting McKean-Vlasov SDEsweighted variation norm

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (4)

Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise ⋮ Distribution dependent reflecting stochastic differential equations ⋮ Derivative formula for singular McKean-Vlasov SDEs ⋮ One-dimensional McKean-Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients

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