{"id":"https://openalex.org/W7165192294","doi":"https://doi.org/10.48550/arxiv.2606.18815","title":"Exponential ergodicity of exact and numerical solutions for McKean-Vlasov SDEs driven by L\u00e9vy noise","display_name":"Exponential ergodicity of exact and numerical solutions for McKean-Vlasov SDEs driven by L\u00e9vy noise","publication_year":2026,"publication_date":"2026-06-17","ids":{"openalex":"https://openalex.org/W7165192294","doi":"https://doi.org/10.48550/arxiv.2606.18815"},"language":null,"primary_location":{"id":"doi:10.48550/arxiv.2606.18815","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2606.18815","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"type":"preprint","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.48550/arxiv.2606.18815","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5138945490","display_name":"Yang Sun","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Sun, Yang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5138911480","display_name":"Yuhang Zhang","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Zhang, Yuhang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5138882534","display_name":"Minghui Song","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Song, Minghui","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9617999792098999,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9617999792098999,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11012","display_name":"Gas Dynamics and Kinetic Theory","score":0.002199999988079071,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.002099999925121665,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ergodicity","display_name":"Ergodicity","score":0.7325999736785889},{"id":"https://openalex.org/keywords/eulers-formula","display_name":"Euler's formula","score":0.6690999865531921},{"id":"https://openalex.org/keywords/invariant-measure","display_name":"Invariant measure","score":0.6559000015258789},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.5723000168800354},{"id":"https://openalex.org/keywords/invariant","display_name":"Invariant (physics)","score":0.5065000057220459},{"id":"https://openalex.org/keywords/euler-equations","display_name":"Euler equations","score":0.5059999823570251},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.4966999888420105},{"id":"https://openalex.org/keywords/euler-method","display_name":"Euler method","score":0.487199991941452}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7567999958992004},{"id":"https://openalex.org/C201779956","wikidata":"https://www.wikidata.org/wiki/Q5426803","display_name":"Ergodicity","level":2,"score":0.7325999736785889},{"id":"https://openalex.org/C62884695","wikidata":"https://www.wikidata.org/wiki/Q184871","display_name":"Euler's formula","level":2,"score":0.6690999865531921},{"id":"https://openalex.org/C115667082","wikidata":"https://www.wikidata.org/wiki/Q4200518","display_name":"Invariant measure","level":3,"score":0.6559000015258789},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5723000168800354},{"id":"https://openalex.org/C190470478","wikidata":"https://www.wikidata.org/wiki/Q2370229","display_name":"Invariant (physics)","level":2,"score":0.5065000057220459},{"id":"https://openalex.org/C38409319","wikidata":"https://www.wikidata.org/wiki/Q375175","display_name":"Euler equations","level":2,"score":0.5059999823570251},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.5011000037193298},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.4966999888420105},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.49390000104904175},{"id":"https://openalex.org/C75380026","wikidata":"https://www.wikidata.org/wiki/Q868454","display_name":"Euler method","level":3,"score":0.487199991941452},{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.4724000096321106},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.4530999958515167},{"id":"https://openalex.org/C768646","wikidata":"https://www.wikidata.org/wiki/Q2736820","display_name":"Backward Euler method","level":3,"score":0.447299987077713},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.36970001459121704},{"id":"https://openalex.org/C57945734","wikidata":"https://www.wikidata.org/wiki/Q7977941","display_name":"Weak convergence","level":3,"score":0.3440999984741211},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.31940001249313354},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.31049999594688416},{"id":"https://openalex.org/C93082080","wikidata":"https://www.wikidata.org/wiki/Q5475314","display_name":"Semi-implicit Euler method","level":4,"score":0.3102000057697296},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.27309998869895935}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.48550/arxiv.2606.18815","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2606.18815","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.48550/arxiv.2606.18815","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2606.18815","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"This":[0],"paper":[1],"investigates":[2],"the":[3,7,11,31,35,42,45,50,59,66,70,81,93,104],"exponential":[4,27],"ergodicity":[5,28],"of":[6,44,61,69,92],"exact":[8,51],"solution":[9,14],"and":[10,34,89],"tamed":[12,36,71,94],"Euler":[13,37,72,95],"for":[15,29,80],"McKean-Vlasov":[16],"stochastic":[17],"differential":[18],"equations":[19],"driven":[20],"by":[21,57,85],"L\u00e9vy":[22],"noise.":[23],"First,":[24],"we":[25,40,75],"establish":[26],"both":[30],"original":[32],"equation":[33],"method.":[38,96],"Then":[39],"prove":[41],"convergence":[43,68,78,91],"numerical":[46,82,98],"invariant":[47,52,83],"measure":[48,84],"to":[49,102],"measure,":[53],"which":[54],"is":[55],"obtained":[56],"combining":[58],"propagation":[60],"chaos":[62],"(PoC)":[63],"result":[64],"with":[65],"strong":[67],"scheme.":[73],"Furthermore,":[74],"derive":[76],"a":[77],"rate":[79],"establishing":[86],"uniform-in-time":[87,90],"PoC":[88],"Finally,":[97],"experiments":[99],"are":[100],"presented":[101],"illustrate":[103],"theoretical":[105],"results.":[106]},"counts_by_year":[],"updated_date":"2026-07-01T06:00:48.157686","created_date":"2026-06-19T00:00:00"}