A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps

DOI10.1016/J.CAMWA.2019.07.013MaRDI QIDQ2004498zbMATH OpenOpenAlexWikidataFDO

Authors Micah Webster, Mark McKibben

Publication date 7 October 2020

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2019.07.013

zbMATH Keywords

cosine familyfractional Brownian motionMcKean-VlasovPoisson jumpssecond-order equationstochastic evolution equation

Mathematics Subject Classification ID

Vlasov equations (35Q83) PDEs with randomness, stochastic partial differential equations (35R60) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Jump processes on general state spaces (60J76)

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Cited in

(8)

• Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps
• Perturbed second-order stochastic evolution equations
• Existence of solutions for mean-field integrodifferential equations with delay
• A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and L\`evy process and controlled by L\`evy measure
• Optimal control of non-instantaneous impulsive second-order stochastic McKean-Vlasov evolution system with Clarke subdifferential
• McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion
• Second-order neutral impulsive stochastic evolution equations with infinite delay: existence, uniqueness and averaging principle
• Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle

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