Stochastic McKean-Vlasov equations

DOI10.1007/BF01295311zbMath0830.60091WikidataQ56689518 ScholiaQ56689518MaRDI QIDQ1892160

Donald A. Dawson, Jean Vaillancourt

Publication date: 5 July 1995

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

zbMATH Keywords

martingale problem; measure-valued process; McKean-Vlasov equation; interacting diffusions

Mathematics Subject Classification ID

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60G20: Generalized stochastic processes

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

Related Items

GENERALIZED MEHLER SEMIGROUPS AND ORNSTEIN–UHLENBECK PROCESSES ARISING FROM SUPERPROCESSES OVER THE REAL LINE, Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type, Superprocesses arising from interactive stochastic flows, Stochastic flows of mappings, Particle representations for a class of nonlinear SPDEs, A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation, On signed measure valued solutions of stochastic evolution equations

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