STABILITY ANALYSIS FOR STOCHASTIC MCKEAN–VLASOV EQUATION
Abstract The p th ( $p\geq 1$ ) 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.
Authors
- Wei Wang (ORCID: https://orcid.org/0000-0001-5144-5892)
- Chungang Shi (ORCID: https://orcid.org/0009-0008-9440-145X)
Institutions
- Nanjing University of Science and Technology (CN)
- Nanjing University (CN)
Publication Details
- Journal
- The ANZIAM Journal
- Published
- 2024-11-06
- DOI
- https://doi.org/10.1017/s1446181124000208
- Citations
- 2
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 1.08
Funders
- National Natural Science Foundation of China