تقرير
Exponential Ergodicity for Time-Periodic McKean-Vlasov SDEs
| العنوان: | Exponential Ergodicity for Time-Periodic McKean-Vlasov SDEs |
|---|---|
| المؤلفون: | Ren, Panpan, Sturm, Karl-Theodor, Wang, Feng-Yu |
| سنة النشر: | 2021 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, 60B05, 60B10 |
| الوصف: | As extensions to the corresponding results derived for time homogeneous McKean- Vlasov SDEs, the exponential ergodicity is proved for time-periodic distribution dependent SDEs in three different situations: 1) in the quadratic Wasserstein distance and relative entropy for the dissipative case; 2) in the Wasserstein distance induced by a cost function for the partially dissipative case; and 3) in the weighted Wasserstein distance induced by a cost function and a Lyapunov function for the fully non-dissipative case. The main results are illustrated by time inhomogeneous granular media equations, and are extended to reflecting McKean-Vlasov SDEs in a convex domain. Comment: 21pages |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2110.06473 |
| رقم الأكسشن: | edsarx.2110.06473 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |