Exponential Ergodicity for Non-Dissipative McKean-Vlasov SDEs

Feng-Yu Wang

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arXiv · 2101.12562

Exponential Ergodicity for Non-Dissipative McKean-Vlasov SDEs

Feng-Yu Wang

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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.

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Feng-Yu Wang. 2021-01-29. Exponential Ergodicity for Non-Dissipative McKean-Vlasov SDEs. https://arxiv.org/abs/2101.12562

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