1. Stability and stabilization of large-scale distribution-dependent SDEs.
- Author
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Yin, Wensheng, Ren, Yong, and Yang, Fenfen
- Subjects
- *
EXPONENTIAL stability , *STOCHASTIC differential equations - Abstract
This paper studies the problem of exponential stability of second moments of large-scale distribution-dependent stochastic differential equations (SDEs, in short). By introducing isolated subsystems, under certain hypotheses added on the interconnected terms and using the moment estimation, exponential stability of second moments of isolated subsystems implies exponential stability of second moments of large-scale distribution-dependent SDEs. Specially, we provide sufficient and necessary conditions for the exponential stability of large-scale distribution-dependent SDEs with triangular structure and apply this results to study stabilization of large-scale distribution-dependent SDEs. Finally, the main results are illustrated by several examples and applications. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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