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arXiv:1905.07883 [math.PR]AbstractReferencesReviewsResources

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

Xiaojie Ding, Huijie Qiao

Published 2019-05-20Version 1

In this paper we consider the stability of a type of stochastic McKean-Vlasov equations with non-Lipschitz coefficients. Firstly, 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. Finally, almost surely asymptotic stability of their solutions is proved.

Categories: math.PR
Subjects: 60H15
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