Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs

DOI10.1016/j.na.2021.112259zbMath1458.60014OpenAlexW3125028941WikidataQ115568759 ScholiaQ115568759MaRDI QIDQ1996297

Panpan Ren, Fengyu Wang

Publication date: 4 March 2021

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2021.112259

zbMATH Keywords

exponential convergencegranular media equationstochastic Hamiltonian systemMcKean-Vlasov SDE

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Convergence of probability measures (60B10)

Related Items

Exponential ergodicity for singular reflecting McKean-Vlasov SDEs ⋮ Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction ⋮ Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs ⋮ Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion ⋮ Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models ⋮ Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics ⋮ Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system ⋮ Exponential ergodicity for non-dissipative McKean-Vlasov SDEs ⋮ Distribution dependent stochastic differential equations ⋮ Long time behavior of stochastic McKean-Vlasov equations

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