Exponential Ergodicity for Singular Reflecting McKean-Vlasov SDEs

Feng-Yu Wang

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arXiv · 2108.03908

Exponential Ergodicity for Singular Reflecting McKean-Vlasov SDEs

Feng-Yu Wang

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Abstract

By refining a recent result of Xie and Zhang, 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. We also present the exponential ergodicity in the relative entropy and (weighted) Wasserstein distances for reflecting McKean-Vlasov SDEs under the dissipative and partially dissipative conditions respectively. The main results are illustrated by non-symmetric singular granular media equations.

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BibTeX RIS

Feng-Yu Wang. 2021-08-09. Exponential Ergodicity for Singular Reflecting McKean-Vlasov SDEs. https://arxiv.org/abs/2108.03908

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