Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations

DOI10.1016/j.jmaa.2023.127532arXiv2212.08264OpenAlexW4381384467WikidataQ122711154 ScholiaQ122711154MaRDI QIDQ6136363

Publication date: 29 August 2023

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.08264

zbMATH Keywords

multivalued McKean-Vlasov stochastic differential equations the convergence of invariant measures the convergence of strong solutions the exponential ergodicity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic analysis (60H99)

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Convergence of invariant measures for multivalued stochastic differential equations
Convergence of invariant measures for singular stochastic diffusion equations
Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
Multivalued stochastic McKean-Vlasov equation
Diffusion equation for multivalued stochastic differential equations
Skorohod problem and multivalued stochastic evolution equations in Banach spaces
Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
On stability and existence of solutions of SDEs with reflection at the boundary
Multivalued Skorohod problem
Distribution dependent SDEs for Landau type equations
Fluid and heavy traffic diffusion limits for a generalized processor sharing model
Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients
Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems
Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
Large deviation for mean-field stochastic differential equations with subdifferential operator
Ergodicité d'inégalités variationnelles stochastiques
Deterministic and Stochastic Differential Equations in Hilbert Spaces Involving Multivalued Maximal Monotone Operators
Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations

This page was built for publication: Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations