On Yosida Approximations of McKean–Vlasov Type Stochastic Evolution Equations

DOI10.1080/07362994.2014.993766zbMath1316.60094OpenAlexW2014296522MaRDI QIDQ5256265

T. E. Govindan, Nasir Uddin Ahmed

Publication date: 22 June 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2014.993766

zbMATH Keywords

weak convergencemild solutionLipschitz conditionstochastic evolution equationslinear growth conditionexponential mean-square stabilityinduced probability measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Related Items (11)

Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation ⋮ Trotter–Kato approximations of semilinear stochastic evolution equations in Hilbert spaces ⋮ Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations ⋮ Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process ⋮ Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations ⋮ An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations ⋮ Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients ⋮ Long time behavior of stochastic McKean-Vlasov equations ⋮ Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients ⋮ Wong-Zakai approximations and support theorems for stochastic McKean-Vlasov equations ⋮ On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Stability of semilinear stochastic evolution equations
• A semilinear McKean-Vlasov stochastic evolution equation in Hilbert space
• Robust stabilization with a general decay of mild solutions of stochastic evolution equations
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

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