Uniform-in-time estimates for mean-field type SDEs and applications

Via constructing an asymptotic coupling by reflection, in this paper we establish uniform-in-time estimates on probability distributions for mean-field type SDEs, where the drift terms under consideration are dissipative merely in the long distance. As applications, we (i) explore the long time esti...

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Bibliographic Details
Published in:Journal of Differential Equations Vol. 440; p. 113445
Main Authors: Bao, Jianhai, Hao, Jiaqing
Format: Journal Article
Language:English
Published: Elsevier Inc 25.09.2025
Subjects:
Asymptotic coupling by reflection
Mean-field type SDE
Propagation of chaos
Stochastic algorithm
Uniform-in-time estimate
Mean-field type SDE
60H10
Propagation of chaos
Asymptotic coupling by reflection
Stochastic algorithm
Uniform-in-time estimate
60F05
60F15
ISSN:0022-0396
Online Access:Get full text
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Summary:Via constructing an asymptotic coupling by reflection, in this paper we establish uniform-in-time estimates on probability distributions for mean-field type SDEs, where the drift terms under consideration are dissipative merely in the long distance. As applications, we (i) explore the long time estimate on probability distributions associated with an SDE and its delay version; (ii) investigate the issue on uniform-in-time propagation of chaos for McKean-Vlasov SDEs, where the drifts might be singular with respect to the spatial variables; (iii) tackle the discretization error bounds in an infinite-time horizon for stochastic algorithms (e.g. backward/tamed/adaptive Euler-Maruyama schemes as three typical candidates) associated with McKean-Vlasov SDEs.
ISSN:0022-0396
DOI:10.1016/j.jde.2025.113445