Multivalued stochastic McKean-Vlasov equation

DOI10.1016/S0252-9602(14)60118-1zbMath1340.60108OpenAlexW2055494646MaRDI QIDQ746712

Hongmei Chi

Publication date: 28 October 2015

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(14)60118-1

zbMATH Keywords

maximal monotone operatormultivalued stochastic differential equationMcKean-Vlasov system

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Stochastic analysis (60H99)

Related Items (4)

Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations ⋮ Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations ⋮ Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations ⋮ Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients

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