Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain

DOI10.1016/J.SPL.2024.110168MaRDI QIDQ6589417zbMATH OpenFDO

Authors Ping Chen, Tu-Sheng Zhang

Publication date 19 August 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2024.110168

zbMATH Keywords

exponential ergodicityreflected SDEs with interactionWasserstein distance

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cites work

• scientific article; zbMATH DE number 1001278 (Why is no real title available?)
• scientific article; zbMATH DE number 6258470 (Why is no real title available?)
• Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes
• Measure-valued Markov processes and stochastic flows on abstract spaces
• Particles systems and numerical schemes for mean reflected stochastic differential equations
• Reflecting image-dependent SDEs in Wasserstein space and large deviation principle
• SDEs with oblique reflection on nonsmooth domains
• Some results on stochastic differential equations with reflecting boundary conditions
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Stochastic differential equations with reflecting boundary condition in convex regions
• Stochastic differential equations with reflecting boundary conditions
• Stochastic flows with interaction and measure-valued processes
• The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary

Cited in

(1)

• Krylov-Veretennikov decomposition for measure-valued processes induced by stochastic differential equations with interaction on Riemannian manifolds

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