Exponential Ergodicity for Non-Dissipative McKean-Vlasov SDEs

DOI10.3150/22-BEJ1489arXiv2101.12562MaRDI QIDQ6359358

Publication date: 29 January 2021

Abstract: Under Lyapunov and monotone conditions, the exponential ergodicity in the induced Wasserstein quasi-distance is proved for a class of fully 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.

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Completeness of eigenfunctions and eigenfunction expansions in context of PDEs (35P10) Partial functional-differential equations (35R10)

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