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Exponential Ergodicity for Non-Dissipative McKean-Vlasov SDEs (2101.12562v4)
Published 29 Jan 2021 in math.PR
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.