McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion (Q6111103): Difference between revisions

Over the past few decades, McKean-Vlasov stochastic differential equations whose drift and diffusion coefficients depend not only on the state of the unknown process but also on its probability distribution have attracted increasing attention. However, there were no results on McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion. In the present paper, the authors study a class of McKean-Vlasov stochastic differential equations and impulsive McKean-Vlasov stochastic differential equations, both types of equations driven by time-changed Brownian motion. They establish existence and uniqueness of solutions under some appropriate conditions, applying fixed point theorems. Subsequently, they consider various stability properties of the solutions with respect to initial data and coefficients, applying specific time-changed Gronwall-like inequalities and respective inequalities with jumps.