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

DOI10.1051/PS/2023002MaRDI QIDQ6133914zbMATH OpenFDO

Authors Pierre Monmarché

Publication date 21 August 2023

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

couplingintegro-differential equationinteracting particle systemjump processesmean-field interactionPDMP

Mathematics Subject Classification ID

Jump processes on general state spaces (60J76)

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.

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