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Applicable Analysis
An International Journal
Volume 103, 2024 - Issue 3
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Research Article

Stability of almost automorphic solutions for McKean–Vlasov SDEs

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Pages 668-682 | Received 26 Dec 2022, Accepted 10 Apr 2023, Published online: 23 Apr 2023
 

Abstract

In this paper, the existence and uniqueness of almost automorphic solutions in distribution to McKean–Vlasov stochastic differential equations are established provided the coeffcients satisfy some suitable conditions. The asymptotic stability of the unique almost automorphic distribution solution is discussed in the square-mean sense. Finally, some examples are provided to illustrate our results.

1991 Mathematics Subject Classifications:

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

The work is partially supported by the NSFC [grant number 12171084] and the fundamental Research Funds for the Central Universities [grant number 4007012301]. We sincerely thank the referees for his/her very careful reading of this paper and for valuable suggestions which lead to significant improvement of the paper, we are also grateful to the editor for his patience.

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