Gradient Estimates and Exponential Ergodicity for Mean-Field SDEs with Jumps

Song, YL

Song, YL (corresponding author), Nanjing Univ, Dept Math, Nanjing 210093, Jiangsu, Peoples R China.

JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (1): 201

Abstract

In this paper, we study mean-field stochastic differential equations with jumps. By Malliavin calculus for Wiener-Poisson functionals, sharp gradient ......

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