Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching

DOI10.1016/j.jde.2022.07.035zbMath1497.60113arXiv2202.00427OpenAlexW4221148343MaRDI QIDQ2172465

Yanyan Li

Publication date: 15 September 2022

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.00427

zbMATH Keywords

invariant measureLyapunov conditionMarkovian switchingexponential ergodicityMcKean-Vlasov SDEs

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27) Exponential stability (93D23) Stability theory for random and stochastic dynamical systems (37H30)

Related Items

The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition

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