Log-Harnack inequality and exponential ergodicity for distribution dependent Chan-Karolyi-Longstaff-Sanders and Vasicek models

DOI10.1007/S10959-022-01210-ZzbMath1517.60058arXiv2108.02623WikidataQ115603640 ScholiaQ115603640MaRDI QIDQ6111898

Xing Huang, Yifan Bai

Publication date: 4 August 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.02623

zbMATH Keywords

relative entropyWasserstein distanceexponential ergodicitylog-Harnack inequalityMcKean-Vlasov SDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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