Stability for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients
Probability
2020-03-31 v3
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.
Keywords
Cite
@article{arxiv.1905.07883,
title = {Stability for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients},
author = {Xiaojie Ding and Huijie Qiao},
journal= {arXiv preprint arXiv:1905.07883},
year = {2020}
}
Comments
18 pages