Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations

被引：0
作者：
Qiao, Huijie [1 ]
机构：
[1] Southeast Univ, Sch Math, Nanjing 211189, Jiangsu, Peoples R China
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2023年 / 528卷 / 02期
关键词：
Multivalued McKean-Vlasov; stochastic differential equations; The exponential ergodicity; The convergence of strong solutions; The convergence of invariant; measures; SDES; CONVERGENCE; EXISTENCE;
D O I：
10.1016/j.jmaa.2023.127532
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients converge in the suitable sense, the strong convergence of corresponding strong solutions are presented. Finally, based on the convergence of these solutions, we establish the convergence of corresponding invariant measures with respect to the 1-Wasserstein distance.& COPY; 2023 Elsevier Inc. All rights reserved.
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页数：25
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