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The stability for multivalued McKean-Vlasov SDEs with non-Lipschitz coefficients

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 نشر من قبل Huijie Qiao
 تاريخ النشر 2021
  مجال البحث
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The work concerns the stability for a type of multivalued McKean-Vlasov SDEs with non-Lipschitz coefficients. First, we prove the existence and uniqueness of strong solutions for multivalued McKean-Vlasov stochastic differential equations with non-Lipschitz coefficients. Then, we extend the classical It^{o}s formula from SDEs to multivalued McKean-Vlasov SDEs. Next, the exponential stability of second moments, the exponentially 2-ultimate boundedness and the almost surely asymptotic stability for their solutions in terms of a Lyapunov function are shown.



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