On the McKean-Vlasov equation with infinite mass

DOI10.15407/DOPOVIDI2016.08.019MaRDI QIDQ5507232zbMATHOpenAlexFDO

Authors M. V. Tantsiura

Publication date 16 December 2016

Published in Reports of the National Academy of Sciences of Ukraine (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15407/dopovidi2016.08.019

zbMATH Keywords

McKean-Vlasov equationmeasure-valued process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Processes in random environments (60K37) Interacting particle systems in time-dependent statistical mechanics (82C22)

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(12)

• A stochastic McKean-Vlasov equation for absorbing diffusions on the half-line
• Coupled McKean-Vlasov diffusions: wellposedness, propagation of chaos and invariant measures
• Stability of the Nonlinear Stochastic Process that Approximates the System of Interacting Brownian Particles
• On the generalization of the McKean-Vlasov equation to the case where the total mass of particles is infinite
• Generalized solutions of stochastic differential equations for infinite particle systems
• The density evolution of the killed McKean-Vlasov process
• A stochastic differential equation in infinite dimensions
• Stochastic McKean-Vlasov equations
• scientific article; zbMATH DE number 5995177 (Why is no real title available?)
• The Vlasov-Poisson system with infinite mass and energy.
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• Absolute continuity of stationary measure-valued processes generated by stochastic equations with interaction

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