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

DOI10.1016/J.SPL.2024.110168zbMATH Open1543.60062MaRDI QIDQ6589417FDOQ6589417

Authors: Ping Chen, Tu-Sheng Zhang 

Publication date: 19 August 2024

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

Recommendations

• Exponential ergodicity for singular reflecting McKean-Vlasov SDEs
• A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries
• Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain
• Reflecting image-dependent SDEs in Wasserstein space and large deviation principle
• Stochastic Burgers type equations with two reflecting walls: existence, uniqueness and exponential ergodicity

zbMATH Keywords

Wasserstein distanceexponential ergodicityreflected SDEs with interaction

Mathematics Subject Classification ID

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

Cites Work

• Stochastic differential equations with reflecting boundary condition in convex regions
• SDEs with oblique reflection on nonsmooth domains
• Stochastic differential equations with reflecting boundary conditions
• Title not available (Why is that?)
• The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary
• Measure-valued Markov processes and stochastic flows on abstract spaces
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Some results on stochastic differential equations with reflecting boundary conditions
• Stochastic flows with interaction and measure-valued processes
• Title not available (Why is that?)
• Particles systems and numerical schemes for mean reflected stochastic differential equations
• Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes
• Reflecting image-dependent SDEs in Wasserstein space and large deviation principle

This page was built for publication: Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6589417)