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Paper detail

Stability for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients

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.

preprint2020arXivOpen access
Xiaojie DingHuijie Qiao
math.PR
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Xiaojie DingHuijie Qiao

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