Exponential Ergodicity for Time-Periodic McKean-Vlasov SDEs
Abstract
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.
Fields of Study & Subjects
Stochastic processes and financial applications
Stochastic processes and statistical mechanics
Geometric Analysis and Curvature Flows
Publication details
- Journal / source
- Communications in Mathematical Analysis and Applications
- Volume
- 5
- Issue
- 1
- Pages
- 65–90
- Publication date
- 13 January 2026
- Language
- EN