A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps

DOI10.1016/j.camwa.2019.07.013zbMath1448.60144OpenAlexW2956901836WikidataQ127456494 ScholiaQ127456494MaRDI QIDQ2004498

Micah Webster, Mark A. McKibben

Publication date: 7 October 2020

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2019.07.013

zbMATH Keywords

fractional Brownian motionsecond-order equationcosine familyPoisson jumpsstochastic evolution equationMcKean-Vlasov

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Vlasov equations (35Q83) Jump processes on general state spaces (60J76)

Related Items (3)

Existence of solutions for mean-field integrodifferential equations with delay ⋮ Optimal control of non-instantaneous impulsive second-order stochastic McKean-Vlasov evolution system with Clarke subdifferential ⋮ Perturbed second-order stochastic evolution equations

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