Distribution Dependent Birth-Death Processes: $\mathbb{W}_p$-Estimate, Ergodicity and Propagation of Chaos
Feng-Yu Wang, Yi Zhao

TL;DR
This paper studies a class of time-inhomogeneous distribution-dependent birth-death processes, establishing their well-posedness, stability, ergodic behavior, and propagation of chaos, extending known results from related stochastic systems.
Contribution
It introduces new results on well-posedness, $ ext{W}_p$-estimates, ergodicity, and propagation of chaos for inhomogeneous distribution-dependent birth-death processes, broadening the scope of existing theories.
Findings
Established well-posedness criteria for inhomogeneous jump processes
Proved exponential ergodicity of the processes
Demonstrated uniform in time propagation of chaos
Abstract
For a class of time inhomogenous distribution dependent birth-death processes, we derive the well-posedness, -estimate, exponential ergodicity, and uniform in time propagation of chaos. These extend the corresponding results derived for distribution dependent SDEs and mean field particle systems. As preparation, a criterion on the well-posedness of inhomogenous jump process is presented in the end of the paper, which should be interesting by itself.
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Taxonomy
TopicsStochastic processes and statistical mechanics
