McKean-Vlasov SPDEs with Hölder continuous coefficients: existence, uniqueness, ergodicity, exponential mixing and limit theorems

Shuaishuai Lu, Xue Yang, Yong Li

Published 2024-05-10Version 1

This paper investigates the existence and uniqueness of solutions, as well as the ergodicity and exponential mixing to invariant measures, and limit theorems for a class of McKean-Vlasov SPDEs characterized by H\"lder continuity. We rigorously establish the existence and uniqueness of strong solutions for a specific class of finite-dimensional systems with H\"older continuous coefficients. Extending these results to the infinite-dimensional counterparts using the Galerkin projection technique. Additionally, we explore the properties of the solutions, including time homogeneity, the Markov and the Feller property. Building upon these properties, we examine the exponential ergodicity and mixing of invariant measures under Lyapunov conditions. Finally, within the framework of coefficients meeting the criteria of H\"lder continuity and Lyapunov conditions, alongside the uniform mixing property of invariant measures, we establish the strong law of large numbers and the central limit theorem for the solution and obtain estimates of corresponding convergence rates.