3 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.NA2025
Development of numerical methods for nonlinear hybrid stochastic functional differential equations with infinite delay
Guozhen Li, Xiaoyue Li, Xuerong Mao
This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme…
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…