Stability for stochastic McKean-Vlasov equations with non-Lipschitz coefficients

DOI10.1137/19M1289418zbMATH Open1459.60137arXiv1905.07883OpenAlexW3133967936MaRDI QIDQ5853641FDOQ5853641

Authors: Xiaojie Ding, Huijie Qiao 

Publication date: 11 March 2021

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

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.

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

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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)

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Cited In (13)

• Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations
• Stabilization of stochastic McKean-Vlasov equations with feedback control based on discrete-time state observation
• 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
• On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions
• 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
• Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
• Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
• Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations
• Stability and stabilization of large-scale distribution-dependent SDEs
• Long time behavior of stochastic McKean-Vlasov equations
• Stability conditions for the non-linear McKendrick equations

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