Exponential Ergodicity for Non-Dissipative McKean-Vlasov SDEs

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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References in corpus (3)

• Long-time behaviors of mean-field interacting particle systems related to McKean-Vlasov equations
• McKean-Vlasov SDEs with Drifts Discontinuous under Wasserstein Distance
• Exponential Convergence in Entropy and Wasserstein Distance for McKean-Vlasov SDEs

Cited by in corpus (2)

• Exponential Ergodicity for Singular Reflecting McKean-Vlasov SDEs
• Exponential Ergodicity for Time-Periodic McKean-Vlasov SDEs