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• W2912107736 abstract "We study stochastic differential equations (SDEs) of McKean-Vlasov type with distribution dependent drifts and driven by pure jump L'{e}vy processes. We prove a uniform in time propagation of chaos result, providing quantitative bounds on convergence rate of interacting particle systems with L'{e}vy noise to the corresponding McKean-Vlasov SDE. By applying techniques that combine couplings, appropriately constructed $L^1$-Wasserstein distances and Lyapunov functions, we show exponential convergence of solutions of such SDEs to their stationary distributions. Our methods allow us to obtain results that are novel even for a broad class of L'{e}vy-driven SDEs with distribution independent coefficients." @default.
• W2912107736 created "2019-02-21" @default.
• W2912107736 creator A5032764121 @default.
• W2912107736 creator A5086684178 @default.
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• W2912107736 date "2019-01-30" @default.
• W2912107736 modified "2023-09-27" @default.
• W2912107736 title "Exponential ergodicity for SDEs and McKean-Vlasov processes with L'{e}vy noise" @default.
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• W2912107736 doi "https://doi.org/10.48550/arxiv.1901.11125" @default.
• W2912107736 hasPublicationYear "2019" @default.
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