Stability for stochastic McKean-Vlasov equations with non-Lipschitz coefficients
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Publication:5853641
Abstract: In this paper we consider the stability for a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. First, sufficient conditions are given for the exponential stability of the second moments for their solutions in terms of a Lyapunov function. Then we weaken the conditions and furthermore obtain exponentially 2-ultimate boundedness of their solutions. After this, the almost surely asymptotic stability of their solutions is proved. Finally we give an example to motivate the choice of Lyapunov functions.
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Cited in
(13)- On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions
- Stabilization of stochastic McKean-Vlasov equations with feedback control based on discrete-time state observation
- Stability conditions for the non-linear McKendrick equations
- Long time behavior of stochastic McKean-Vlasov equations
- Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes
- Stability and prevalence of Mckean-Vlasov stochastic differential equations with non-Lipschitz coefficients
- Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations
- Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
- Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
- Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations
- Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations
- Stability, uniqueness and existence of solutions to McKean-Vlasov stochastic differential equations in arbitrary moments
- Stability and stabilization of large-scale distribution-dependent SDEs
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