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STABILITY ANALYSIS FOR STOCHASTIC MCKEAN–VLASOV EQUATION

Part of: Distribution theory - Probability Special Collection in honour of Professor Anthony Roberts Probability theory on algebraic and topological structures

Published online by Cambridge University Press:  06 November 2024

C. SHI Open the ORCID record for C. SHI [Opens in a new window]  and
W. WANG Open the ORCID record for W. WANG [Opens in a new window]
C. SHI
Affiliation:
Department of Mathematics, Nanjing University of Science and Technology, Nanjing, China; e-mail: njueduscg@163.com
W. WANG*
Affiliation:
Department of Mathematics, Nanjing University, Nanjing, China
*
e-mail: wangweinju@nju.edu.cn
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Abstract

The pth ($p\geq 1$) moment exponential stability, almost surely exponential stability and stability in distribution for stochastic McKean–Vlasov equation are derived based on some distribution-dependent Lyapunov function techniques.

Keywords

McKean–Vlasov equationpth moment exponential stabilityalmost surely exponential stabilitystability in distribution

MSC classification

Primary: 60B10: Convergence of probability measures
Secondary: 60E05: Distributions

Information

Type
Research Article
Information
The ANZIAM Journal , Volume 67 , 2025 , e6
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Copyright
© The Author(s), 2024. Published by Cambridge University Press on behalf of Australian Mathematical Publishing Association Inc.

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