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math.PR2024

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

Xing Huang, Huaiqian Li, Liying Mu

Being concerned with ergodicity of McKean--Vlasov SDEs, we establish a general result on exponential ergodicity in the -Wasserstein distance. The result is successfully applie…