Scholarlink

<p>The work concerns multivalued McKean–Vlasov stochastic differential equations. First of all, we prove the existence and uniqueness of strong solutions for multivalued McKean–Vlasov stochastic differential equations with non-Lipschitz coefficients. Then, the classical Itô’s formula is extended to that for multivalued McKean–Vlasov stochastic differential equations. Finally, the asymptotic stability of second moments and the almost surely asymptotic stability for their solutions in terms of a Lyapunov function are shown.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Stability for Multivalued McKean–Vlasov Stochastic Differential Equations

  • 期刊论文

  • 发表日期：

    2025年1月5日

查看全文
  • Huijie Qiao,
  • Jun Gong

摘要

The work concerns multivalued McKean–Vlasov stochastic differential equations. First of all, we prove the existence and uniqueness of strong solutions for multivalued McKean–Vlasov stochastic differential equations with non-Lipschitz coefficients. Then, the classical Itô’s formula is extended to that for multivalued McKean–Vlasov stochastic differential equations. Finally, the asymptotic stability of second moments and the almost surely asymptotic stability for their solutions in terms of a Lyapunov function are shown.