Elementary coupling approach for non-linear perturbation of Markov processes with mean-field jump mechanisms and related problems

DOI10.1051/PS/2023002zbMATH Open1522.60069arXiv1809.10953MaRDI QIDQ6133914FDOQ6133914

Authors: Pierre Monmarché 

Publication date: 21 August 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Abstract: Mean-field integro-differential equations are studied in an abstract framework, through couplings of the corresponding stochastic processes. In the perturbative regime, the equation is proven to admit a unique equilibrium, toward which the process converges exponentially fast. Similarly, in this case, the associated particle system is proven to converge toward its equilibrium at a rate independent from the number of particles.

Full work available at URL: https://arxiv.org/abs/1809.10953

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zbMATH Keywords

couplingintegro-differential equationinteracting particle systemjump processesmean-field interactionPDMP

Mathematics Subject Classification ID

Jump processes on general state spaces (60J76)

Cited In (2)

• On a Vlasov-Fokker-Planck equation for stored electron beams
• Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity

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