Gradient estimates and exponential ergodicity for mean-field SDEs with jumps (Q2297321)

The author considers the following mean-field stochastic differential equation (SDE) with jumps: \[ \mathrm{d} X_t = b(X_t,{\mathbb{P}}_{X_t})\,\mathrm{d} t + \sigma(X_t,{\mathbb{P}}_{X_t})\, \mathrm{d} W_t + f({\mathbb{P}}_{X_t})\, \mathrm{d} L_t,\qquad t\geq 0, \] where \begin{itemize} \item \({\mathbb{P}}_{X_t}\) \ denotes the distribution of \ \(X_t\) \ under \ \(\mathbb{P}\), \item \(b:{\mathbb{R}}^d\times\mathcal{P}_2\to{\mathbb{R}}^d\), \ \(\sigma:{\mathbb{R}}^d\times\mathcal{P}_2\to{\mathbb{R}}^d\otimes{\mathbb{R}}^d\) \ and \ \(f:\mathcal{P}_2\to{\mathbb{R}}^d\otimes{\mathbb{R}}^d\) \ are measurable mappings, where \ \(\mathcal{P}_2\) \ denotes the collection of all probability measures on \ \({\mathbb{R}}^d\) \ with finite second moments, \item \((W_t)_{t\geq 0}\) \ is a \(d\)-dimensional standard Wiener process, \item \((L_t)_{t\geq 0}\) \ is a Lévy process with a Lévy measure \ \(\nu\) \ satisfying \ \(\int_{\{\vert z\vert\geq 1\}}\vert z\vert^p\, \nu(\mathrm{d} z)<\infty\) \ for all \ \(p\geq 1\). \end{itemize} Under appropriate regularity assumptions, it is shown that this mean-field SDE with jumps admits a unique strong solution. Furthermore, by Malliavin calculus for Wiener-Poisson functionals, the author derives sharp gradient estimates, and, based on it, the exponential convergence to the unique invariant measure in total variation distance is obtained under a dissipative condition.