On a McKean‐Vlasov Stochastic Integro‐differential Evolution Equation of Sobolev‐Type

DOI10.1081/SAP-120024706zbMath1039.34071WikidataQ115294580 ScholiaQ115294580MaRDI QIDQ4421484

David N. Keck, Mark A. McKibben

Publication date: 27 August 2003

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

zbMATH Keywords

asymptotic behaviormild solutionsSobolev-type evolution equationsstochastic integro-differential evolution equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional-differential equations in abstract spaces (34K30) Ordinary differential equations and systems with randomness (34F05)

Related Items (8)

Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps ⋮ Optimal control of non-instantaneous impulsive second-order stochastic McKean-Vlasov evolution system with Clarke subdifferential ⋮ Stochastic functional differential equations of Sobolev-type with infinite delay ⋮ Nonlinear Markov processes: Deterministic case ⋮ On a class of measure-dependent stochastic evolution equations driven by fbm ⋮ A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps ⋮ Pseudoparabolic equations with additive noise and applications ⋮ Controllability of McKean–Vlasov Stochastic Integrodifferential Evolution Equation in Hilbert Spaces

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