80 citations · 182 across the 44 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
math.PR2021
Existence of invariant probability measures for functional McKean-Vlasov SDEs
Jianhai Bao, Michael Scheutzow, Chenggui Yuan
We show existence of an invariant probability measure for a class of functional McKean-Vlasov SDEs by applying Kakutani's fixed point theorem to a suitable class of probability mea…
math.PR2021
Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises
Jianhai Bao, Jian Wang
We establish exponential ergodicity for the stochastic Hamiltonian system on with Lévy noises \begin{align*} \begin{cases} \mathrm{d} X_t=\bi…