威尼斯人

报告题目: Exponential ergodicity of McKean-Vlasov SDEs under Lyapunov conditions

报告人：柳振鑫(大连理工大学)

报告时间：2022年12月04日09:00-09:50

报告地点：腾讯会议：586-314-777

报告摘要： In this talk, we will discuss existence and uniqueness of solutions as well as existence of and exponential convergence to invariant measures for McKean-Vlasov stochastic differential equations with Markovian switching. Since the coefficients are only locally Lipschitz, we need to truncate them both in space and distribution variables simultaneously to get the global existence of solutions under the Lyapunov condition. Furthermore, if the Lyapunov condition is strengthened, we establish the exponential convergence of solutions' distributions to the unique invariant measure in Wasserstein quasi-distance and total variation distance, respectively. This is a joint work with Jun Ma.