学术报告(鲍建海 12.11)
Long time behavior of one-dimensional McKean-Vlasov SDEs with common noise
摘要:In this talk, by introducing a new type asymptotic coupling by reflection, we explore the long time behavior of random probability measure flows associated with a large class of one-dimensional McKean-Vlasov SDEs with common noise. Concerning the McKean-Vlasov SDEs with common noise under consideration in the present work, in contrast to the existing literature, the drift terms are much more general rather than of the convolution form, and, in particular, can be of polynomial growth with respect to the spatial variables, and moreover idiosyncratic noises are allowed to be of multiplicative type. Most importantly, our main result indicates that both common noise and idiosyncratic noises facilitate the exponential contractivity of the associated measure-valued processes.