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Exponential ergodicity of exact and numerical solutions for McKean-Vlasov SDEs driven by L{\'e}vy noise

https://doi.org/10.2139/ssrn.6988212
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On stochastic equations with respect to semimartingales I.†
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A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps
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Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables
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