Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients

DOI10.1137/19M1289418zbMath1459.60137arXiv1905.07883OpenAlexW3133967936MaRDI QIDQ5853641

Xiaojie Ding, Huijie Qiao

Publication date: 11 March 2021

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.07883

zbMATH Keywords

almost surely asymptotic stabilitystochastic McKean-Vlasov equationsexponential stability of momentsexponentially 2-ultimate boundedness

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (6)

Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation ⋮ Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations ⋮ Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations ⋮ On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions ⋮ Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations ⋮ Long time behavior of stochastic McKean-Vlasov equations

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