论文标题
限制多价McKean-Vlasov随机微分方程的不变度定理
Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
论文作者
论文摘要
这项工作涉及多估计的麦基恩 - 维拉索夫随机微分方程的不变措施。首先,我们证明了这些方程式的指数性。然后,对于这些方程式的序列,当它们的系数以适当的意义收敛时,会呈现相应的强溶液的收敛性。最后,基于这些溶液的收敛性,我们建立了相应不变测度的收敛性。
The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients converge in the suitable sense, the convergence of corresponding strong solutions are presented. Finally, based on the convergence of these solutions, we establish the convergence of corresponding invariant measures.