Exponential ergodicity for singular reflecting McKean-Vlasov SDEs

被引：9
|
作者：
Wang, Feng-Yu [1 ]
机构：
[1] Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2023年 / 160卷
关键词：
Exponential ergodicity; Reflecting McKean-Vlasov SDEs; Weighted variation norm; Non-symmetric singular granular media equations; STOCHASTIC DIFFERENTIAL-EQUATIONS;
D O I：
10.1016/j.spa.2023.03.009
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
By refining a recent result of Xie and Zhang specialIntscript we prove the exponential ergodicity under a weighted variation norm for singular SDEs with drift containing a local integrable term and a coercive term. This result is then extended to singular reflecting SDEs as well as singular McKean-Vlasov SDEs with or without reflection. The exponential ergodicity in the relative entropy and (weighted) Wasserstein distances are also studied for reflecting McKean-Vlasov SDEs. The main results are illustrated by non-symmetric singular granular media equations.(c) 2023 Elsevier B.V. All rights reserved.
引用
收藏
页码：265 / 293
页数：29
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