
























By the probabilistic coupling approach which combines a new refined basic coupling with the synchronous coupling for Lévy processes, we obtain explicit exponential contraction rates in terms of the standard $L^1$-Wasserstein distance for the following Langevin dynamic $(X_t,Y_t)_{t\ge0}$ of McKean-Vlasov type on $\mathbb{R}^{2d}$: \begin{equation*}\left\{\begin{array}{l} dX_t=Y_tdt,\\ dY_t=\left(b(X_t)+\displaystyle\int_{\mathbb{R}^d}\tilde{b}(X_t,z)μ^X_t(dz)-γY_t\right)dt+dL_t,\quad μ^X_t={\rm Law}(X_t),\end{array}\right. \end{equation*} where $γ>0$, $b:\mathbb{R}^d\rightarrow\mathbb{R}^d$ and $\tilde{b}:\mathbb{R}^{2d}\rightarrow\mathbb{R}^d$ are two globally Lipschitz continuous functions, and $(L_t)_{t\ge0}$ is an $\mathbb{R}^d$-valued pure jump Lévy process. The proof is also based on a novel distance function, which is designed according to the distance of the marginals associated with the constructed coupling process. Furthermore, by applying the coupling technique above with some modifications, we also provide the propagation of chaos uniformly in time for the corresponding mean-field interacting particle systems with Lévy noises in the standard $L^1$-Wasserstein distance as well as with explicit bounds.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。