On Yosida Approximations of McKean–Vlasov Type Stochastic Evolution Equations
From MaRDI portal
Publication:5256265
DOI10.1080/07362994.2014.993766zbMath1316.60094MaRDI QIDQ5256265
T. E. Govindan, Nasir Uddin Ahmed
Publication date: 22 June 2015
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2014.993766
weak convergence; mild solution; Lipschitz condition; stochastic evolution equations; linear growth condition; exponential mean-square stability; induced probability measures
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E15: Stochastic stability in control theory
Related Items
Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation, Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients, On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations, Trotter–Kato approximations of semilinear stochastic evolution equations in Hilbert spaces, Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations, Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process, Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients, Long time behavior of stochastic McKean-Vlasov equations, Wong-Zakai approximations and support theorems for stochastic McKean-Vlasov equations, Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations, An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations
Cites Work
- Semigroups of linear operators and applications to partial differential equations
- Stability of semilinear stochastic evolution equations
- A semilinear McKean-Vlasov stochastic evolution equation in Hilbert space
- Robust stabilization with a general decay of mild solutions of stochastic evolution equations
- A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS