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arXiv · 2411.14090

Exponential Ergodicity in $\W_1$ for SDEs with Distribution Dependent Noise and Partially Dissipative Drifts

Xing Huang·Huaiqian Li·Liying Mu
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Abstract

Being concerned with ergodicity of McKean--Vlasov SDEs, we establish a general result on exponential ergodicity in the $L^1$-Wasserstein distance. The result is successfully applied to non-degenerate and multiplicative Brownian motion cases, degenerate second order systems, and even the additive $α$-stable noise, where the coefficients before the noise are allowed to be distribution dependent and the drifts are only assumed to be partially dissipative. Our results considerably improve existing ones whose coefficients before the noise are distribution-free.

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Xing Huang, Huaiqian Li, Liying Mu. 2025-01-22. Exponential Ergodicity in $\W_1$ for SDEs with Distribution Dependent Noise and Partially Dissipative Drifts. https://arxiv.org/abs/2411.14090

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