Exponential Convergence for a System of Conuclear Space-Valued Diffusions with Mean-Field Interaction

We consider an interacting system of n diffusion processes X ⁿ _j (t): t∈[0,1] , j=1,2,. . ., n , taking values in a conuclear space Φ' . Let ζ ⁿ _t =(1/n)Σ ⁿ _j=1 δ _Xnj(t) be the empirical process. It has been proved that ζ ⁿ , as n→∞ , converges to a deterministic measure-valued process which is the unique solution of a nonlinear differential equation. In this paper we show that, under suitable conditions, ζ ⁿ converges to ζ at an exponential rate. Accepted 20 October 1997