Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system

DOI10.1214/23-ejp1027arXiv2109.13728OpenAlexW4388411960MaRDI QIDQ6177511

Wujun Lv, Xing Huang

Publication date: 17 January 2024

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.13728

zbMATH Keywords

propagation of chaosexponential ergodicitylog-Harnack inequalitystochastic Hamiltonian systempath-distribution dependent

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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