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math.PR2025
The ergodicity of nonlinear McKean-Vlasov stochastic differential equations with common noise
Xing Chen, Xiaoyue Li, Chenggui Yuan
This paper focuses on the ergodicity of McKean-Vlasov (MV) stochastic differential equations (SDEs) with common noise (wCN), where coefficients depend on both the state and the mea…
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…