common noise 1ergodicity 1mcKean-vlasov equations 1propagation of chaos 1stochastic differential equations 1
From the 1 of 2 linked papers with an AI index.
2 papers
math.PR2026
The ergodicity of nonlinear McKean-Vlasov stochastic differential equations with common noise
Xing Chen, Xiaoyue Li, Chenggui Yuan
The paper investigates the long‑time behavior of nonlinear McKean‑Vlasov stochastic differential equations with common noise, constructing a lifted semigroup to prove existence and…
math.PR2025
Propagation of chaos and Razumikhin theorem for the nonlinear McKean-Vlasov SFDEs with common noise
Xing Chen, Xiaoyue Li, Chenggui Yuan
As the limit equations of mean-field particle systems perturbed by common environmental noise, the McKean-Vlasov stochastic differential equations with common noise have received a…