4 papers
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…
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…
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…
The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise
Xing Chen, Xiaoyue Li, Chenggui Yuan
Since response lags are essential in the feedback loops and are required by most physical systems, it is more appropriate to stabilize McKean-Vlasov stochastic differential equatio…