In this paper, Wang's log-Harnack inequality and exponential ergodicity are derived for two types of distribution dependent SDEs: one is the CKLS model, where the diffusion coefficient is a power function of order θ with θ ∈ [ 1 2 , 1); the other one is Vasicek model, where the diffusion coefficient only depends on distribution. Both models in the distribution independent case are used to characterize the interest rate in finance.
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