News & Events
Speaker: Liu Zhenxin, Professor, School of Mathematical Sciences, Dalian University of Technology
Date: October 28, 2022
Location: Tencent Meeting
Sponsor: School of Mathematics, Shandong University
In this talk, we will discuss existence and uniqueness of solutions as well as existence of and exponential convergence to invariant measures for McKean-Vlasov stochastic differential equations with Markovian switching. Since the coefficients are only locally Lipschitz, we need to truncate them both in space and distribution variables simultaneously to get the global existence of solutions under the Lyapunov condition. Furthermore, if the Lyapunov condition is strengthened, we establish the exponential convergence of solutions' distributions to the unique invariant measure in Wasserstein quasi-distance and total variation distance, respectively. This is a joint work with Jun Ma.
For more information, please visit: