A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space

N. U. Ahmed and X. Ding

Stochastic Processes and their Applications, 1995, vol. 60, issue 1, 65-85

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.

Keywords: McKean-Vlasov; processes; Semigroup; Stochastic; evolution; equations (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (7)

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