Abstract
Abstract index of mean‐field stochastic differential equations (SDE) is investigated in this paper. For systems with state‐ and input‐dependent noise, we obtain a sufficient condition of index larger than some λ>0 via the solvability of differential Riccati equations (DRE). Especially, a necessary and sufficient condition is given for mean‐field SDE with state‐dependent noise, which generalize the corresponding results of classical stochastic systems to the mean‐field stochastic models.
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