4 papers
Random Attractors for McKean-Vlasov SDEs
Mengyu Cheng, Xianjin Cheng, Zhenxin Liu
In this paper, we mainly focus on the existence of random attractors for McKean-Vlasov stochastic differential equations on a separable Hilbert space . A significant challenge a…
The multiplicative ergodic theorem for McKean-Vlasov SDEs
Xianjin Cheng, Zhenxin Liu, Lixin Zhang
In this paper, we establish the multiplicative ergodic theorem for McKean-Vlasov stochastic differential equations, in which the Lyapunov exponent is defined using the upper limit.…
The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition
Xianjin Cheng, Zhenxin Liu
In this paper, we establish the locally diffeomorphic property of the solution to McKean-Vlasov stochastic differential equations defined on the Euclidean space. Our approach is bu…
Small perturbations may change the sign of Lyapunov exponents for linear SDEs
Xianjin Cheng, Zhenxin Liu, Lixin Zhang
In this paper, we study the existence of -dimensional linear stochastic differential equations (SDEs) such that the sign of Lyapunov exponents is changed under an exponentially…