IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v60y1995i1p65-85.html
   My bibliography  Save this article

A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space

Author

Listed:
  • Ahmed, N. U.
  • Ding, X.

Abstract

This paper deals with a semilinear stochastic equation in a real Hilbert space and formulates a related McKean-Vlasov type measure-valued evolution equation. It is shown that the stochastic equation has a unique mild solution such that the corresponding probability law is the unique measure-valued solution of McKean-Vlasov evolution equation.

Suggested Citation

  • Ahmed, N. U. & Ding, X., 1995. "A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space," Stochastic Processes and their Applications, Elsevier, vol. 60(1), pages 65-85, November.
    • Handle: RePEc:eee:spapps:v:60:y:1995:i:1:p:65-85
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(95)00050-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Lu, Wen & Ren, Yong & Hu, Lanying, 2015. "Mean-field backward stochastic differential equations in general probability spaces," Applied Mathematics and Computation, Elsevier, vol. 263(C), pages 1-11.
    2. Li, Zhi & Luo, Jiaowan, 2012. "Mean-field reflected backward stochastic differential equations," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1961-1968.
    3. T. E. Govindan, 2021. "Trotter-Kato approximations of stochastic neutral partial functional differential equations," Indian Journal of Pure and Applied Mathematics, Springer, vol. 52(3), pages 822-836, September.
    4. Liu, Huoxia & Lin, Judy Yangjun, 2023. "Stochastic McKean–Vlasov equations with Lévy noise: Existence, attractiveness and stability," Chaos, Solitons & Fractals, Elsevier, vol. 177(C).
    5. Govindan, T.E., 2014. "Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 26-32.
    6. Lu, Wen & Ren, Yong & Hu, Lanying, 2015. "Mean-field backward stochastic differential equations with subdifferential operator and its applications," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 73-81.
    7. Govindan, T.E., 2015. "On Trotter–Kato approximations of semilinear stochastic evolution equations in infinite dimensions," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 299-306.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:60:y:1995:i:1:p:65-85. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.