CONTINUOUS DEPENDENCE FOR MCKEAN-VLASOV SDES UNDER DISTRIBUTION-DEPENDENT LYAPUNOV CONDITIONS

被引：0

作者：

Ma, Jun ^{[1
]}

Liu, Zhenxin ^{[2
]}

机构：

[1] Northeast Normal Univ, Ctr Math & Interdisciplinary Sci, Sch Math & Stat, Changchun 130024, Peoples R China

[2] Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China

来源：

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES S | 2024年

基金：

国家重点研发计划;

关键词：

McKean-Vlasov SDEs; distribution-dependent Lyapunov conditions; continuous dependence; MEAN-FIELD GAMES; DIFFERENTIAL-EQUATIONS;

D O I：

10.3934/dcdss.2024185

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

. In this paper, we consider the continuous dependence on initial values and parameters of solutions as well as invariant measures for McKeanVlasov SDEs under distribution-dependent Lyapunov conditions. In contrast to the classical SDEs, the solutions for McKean-Vlasov SDEs do not converge in probability although the initial values converge in probability, which is due to the mismatch of the distances between measures. Finally, we give some examples to illustrate our theoretical results.

引用

页数：20

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