A semilinear Mckean-Vlasov stochastic evolution equation in Hilbert space

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.

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Year of publication:	1995
Authors:	Ahmed, N. U. ; Ding, X.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 60.1995, 1, p. 65-85
Publisher:	Elsevier
Keywords:	McKean-Vlasov processes Semigroup Stochastic evolution equations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008872600