Multivalued stochastic McKean-Vlasov equation

DOI10.1016/S0252-9602(14)60118-1MaRDI QIDQ746712zbMATH OpenOpenAlexFDO

Authors Hongmei Chi

Publication date 28 October 2015

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(14)60118-1

zbMATH Keywords

maximal monotone operatorMcKean-Vlasov systemmultivalued stochastic differential equation

Mathematics Subject Classification ID

Stochastic analysis (60H99) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(16)

• Stochastic McKean-Vlasov equations
• McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance
• Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients
• McKean-Vlasov type stochastic differential equations arising from the random vortex method
• Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
• Pathwise McKean-Vlasov theory with additive noise
• scientific article; zbMATH DE number 724792 (Why is no real title available?)
• Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations
• On pathwise uniqueness of solutions for multidimensional McKean-Vlasov equation
• Weak solutions to Vlasov-McKean equations under Lyapunov-type conditions
• On ergodic measures for McKean-Vlasov stochastic equations
• Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type
• Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
• Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
• Stability for multivalued McKean-Vlasov stochastic differential equations
• Well-posedness of McKean-Vlasov stochastic variational inequalities with delay

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