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math.PR2024
A note on Lévy-driven McKean-Vlasov SDEs under monotonicity
Jianhai Bao, Yao Liu, Jian Wang
In this note, under a weak monotonicity and a weak coercivity, we address strong well-posedness of McKean-Vlasov stochastic differential equations (SDEs) driven by Lévy jump proce…
math.PR2024
Exponential contractivity and propagation of chaos for Langevin dynamics of McKean-Vlasov type with Lévy noises
Yao Liu, Jian Wang, Meng-ge Zhang
By the probabilistic coupling approach which combines a new refined basic coupling with the synchronous coupling for Lévy processes, we obtain explicit exponential contraction rat…