Long time behavior of stochastic McKean-Vlasov equations

DOI10.1016/j.aml.2021.107879zbMath1490.60204OpenAlexW4200080420MaRDI QIDQ2077077

Guangying Lv, Yeqing Shan

Publication date: 22 February 2022

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2021.107879

zbMATH Keywords

stabilityItô formulastochastic McKean-Vlasov equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05)

Related Items (1)

Almost sure polynomial stability and stabilization of stochastic differential systems with impulsive effects

Cites Work

• Exponential convergence to equilibrium for the homogeneous Landau equation with hard potentials
• On stability for a class of semilinear stochastic evolution equations
• Distribution dependent SDEs for Landau type equations
• Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs
• Distribution dependent SDEs with singular coefficients
• Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients
• Path-distribution dependent SDEs with singular coefficients
• Polynomial stability of highly non-linear time-changed stochastic differential equations
• Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise
• Stochastic Stability of Differential Equations in Abstract Spaces
• On Yosida Approximations of McKean–Vlasov Type Stochastic Evolution Equations
• Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients
• Moment decay rates of solutions of stochastic differential equations
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