Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients
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Publication:5853641
DOI10.1137/19M1289418zbMath1459.60137arXiv1905.07883MaRDI QIDQ5853641
Publication date: 11 March 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.07883
almost surely asymptotic stability; stochastic McKean-Vlasov equations; exponential stability of moments; exponentially 2-ultimate boundedness
60H15: Stochastic partial differential equations (aspects of stochastic analysis)