Local convergence near equilibria for distribution dependent SDEs
Fuente:
arXiv
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866911180227870720 |
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| author | Zhang, Shao-Qin |
| author_facet | Zhang, Shao-Qin |
| contents | Owing to exhibiting phase transitions, we investigate the local convergence near a stationary distribution for distribution dependent stochastic differential equations. By linearizing the nonlinear Markov semigroup associated with the distribution dependent equation around the stationary distribution, the local exponential convergence of the solution is related to the exponential convergence of a semigroup of linear operators. Our result can be used as a criteria for the locally exponential stability of stationary distributions. Concrete examples, including the granular media equation with double-wells landscapes and quadratic interaction, are given to illustrate our main result. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_04313 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Local convergence near equilibria for distribution dependent SDEs Zhang, Shao-Qin Probability 60H10 Owing to exhibiting phase transitions, we investigate the local convergence near a stationary distribution for distribution dependent stochastic differential equations. By linearizing the nonlinear Markov semigroup associated with the distribution dependent equation around the stationary distribution, the local exponential convergence of the solution is related to the exponential convergence of a semigroup of linear operators. Our result can be used as a criteria for the locally exponential stability of stationary distributions. Concrete examples, including the granular media equation with double-wells landscapes and quadratic interaction, are given to illustrate our main result. |
| title | Local convergence near equilibria for distribution dependent SDEs |
| topic | Probability 60H10 |
| url | https://arxiv.org/abs/2501.04313 |