Exponential ergodicity for SDEs and McKean–Vlasov processes with Lévy noise-Reference-Cited by-同舟云学术

Exponential ergodicity for SDEs and McKean–Vlasov processes with Lévy noise

Published:2021-07-22 Issue:3 Volume:57 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Liang Mingjie¹,Majka Mateusz B.²,Wang Jian³

Affiliation:

1. College of Information Engineering, Sanming University, 365004, Sanming, P.R. China

2. School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh, EH14 4AS, UK

3. School of Mathematics and Computer Science & Fujian Key Laboratory of Mathematical Analysis and Applications (FJKLMAA) & Center for Applied Mathematics of Fujian Province (FJNU), Fujian Normal University, 350007, Fuzhou, P.R. China

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 20 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exponential contraction rates for a class of degenerate SDEs with Lévy noises;Journal of Differential Equations;2024-12

2. Optimal Markovian coupling for finite activity Lévy processes;Bernoulli;2024-11-01

3. Weak solution and invariant probability measure for McKean-Vlasov SDEs with integrable drifts;Journal of Mathematical Analysis and Applications;2024-09

4. Quantitative estimates for Lévy driven SDEs with different drifts and applications;Journal of Differential Equations;2024-07

5. Exponential Contractivity and Propagation of Chaos for Langevin Dynamics of McKean-Vlasov Type with Lévy Noises;Potential Analysis;2024-03-15