Stability, uniqueness and existence of solutions to McKean-Vlasov stochastic differential equations in arbitrary moments

DOI10.1007/S10959-024-01344-2MaRDI QIDQ6633167

Alexander Kalinin, F. Proske, Thilo Meyer-Brandis

Publication date: 5 November 2024

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Lyapunov stability asymptotic behaviour strong solution pathwise uniqueness Itô process moment estimate McKean-Vlasov stochastic differential equation non-Lipschitz drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) (L^p)-limit theorems (60F25) Stability theory for random and stochastic dynamical systems (37H30)

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