A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and L\`evy process and controlled by L\`evy measure

DOI10.7151/DMDICO.1186OpenAlexW2565074320MaRDI QIDQ5869751

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Publication date: 28 September 2022

Published in: Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7151/dmdico.1186

zbMATH Keywords

Hilbert spacesexistence of optimal controlsMcKean-Vlasov stochastic differential equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence theories for problems in abstract spaces (49J27)

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Existence of solutions for mean-field integrodifferential equations with delay ⋮ A class of second-order McKean-Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps

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