We study the long time behavior of the solution to some McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the asymptotic dynamic of the membrane potential of a spiking neuron in a large network. We prove that for a small enough interaction parameter, any solution converges to the unique (in this case) invariant probability measure. To this aim, we first obtain global bounds on the jump rate and derive a Volterra type integral equation satisfied by this rate. We then replace temporary the interaction part of the equation by a deterministic external quantity (we call it the external current). For constant current, we obtain the convergence to the invariant probability measure. Using a perturbation method, we extend this result to more general external currents. Finally, we prove the result for the non-linear McKean-Vlasov equation.Keywords McKean-Vlasov SDE · Long time behavior · Mean-field interaction · Volterra integral equation · Piecewise deterministic Markov process Mathematics Subject Classification Primary: 60B10. Secondary 60G55 · 60K35 · 45D05 · 35Q92.Between two spikes, the potentials evolve according to the one dimensional equationThe functions b and f are assumed to be smooth. This process is indeed a PDMP, in particular Markov (see [10]). Equivalently, the model can be described using a system of SDEs driven by Poisson measures. Let (N i (du, dz)) i=1,··· ,N be a family of N independent Poisson measures on R + × R + with intensity measure dudz. Let (X i,N 0 ) i=1,··· ,N be a family of N random variables on R + , i.i.d. of law ν and independent of the Poisson measures. Then (X i,N ) is a càdlàg process solution of coupled SDEs:When the number of neurons N goes to infinity, it has been proved (see [11,18]) for specific linear functions b and under few assumptions on f that X 1,N t -i.e. the first coordinate of the solution to (1) -converges in law to the solution of the McKean-Vlasov SDE:The Picard iteration studied in Part 4.4 shows that ∀t ≥ 0, lim n→∞ |J E f (X t ) − a n (t)| = 0.We have proved that• Step 6 We now prove that there exists s ≥ 0 such that E f (X s ) ≤ min(ā (J) J ,r(J m ) + 1). ByStep 1, we have lim sup E f (X t ) ≤ r(J). Since r(J) < a(J)/J and since r(J) ≤ r (J m ), the conclusion follows. Consequently, Step 5 can be applied to the process (X t ) t≥s starting with ν = L(X s ). This proves the convergence of the jump rate.The convergence of the law of X t to the invariant measure then follows from Proposition 27. This ends the proof of Theorem 7.Remark 51. There is some freedom in the above construction of the constants λ and J * . We can choose any λ in [0, λ * ) and the value of J * depends both on λ and on a parameter α ∈ (0, 1), here chosen to be equals to 1/2 (see Step 4). We may optimize this construction to get either J * or λ as large as possible.