Conditional McKean-Vlasov jump diffusions are exponentially contractive in law, and the contraction rate improves as jump noise intensity grows.
and Øksendal, B.: Optimal stopping of conditional McKean-Vlasov jump diffusions, Systems Control Lett., 188 (2024), paper no
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Ergodicity of conditional McKean-Vlasov jump diffusions
Conditional McKean-Vlasov jump diffusions are exponentially contractive in law, and the contraction rate improves as jump noise intensity grows.