On a class of backward McKean-Vlasov stochastic equations in Hilbert space: Existence and convergence properties

Mahmudov N., Mckibben M. A.

Dynamic Systems and Applications, vol.16, no.4, pp.643-664, 2007 (SCI-Expanded) identifier

  • Nəşrin Növü: Article / Article
  • Cild: 16 Say: 4
  • Nəşr tarixi: 2007
  • jurnalın adı: Dynamic Systems and Applications
  • Jurnalın baxıldığı indekslər: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Səhifə sayı: pp.643-664
  • Açıq Arxiv Kolleksiyası: Məqalə
  • Adres: Yox

Qısa məlumat

This investigation is devoted to the study of a class of abstract first-order backward McKean-Vlasov stochastic evolution equations in a Hilbert space. Results concerning the existence and uniqueness of solutions and the convergence of an approximating sequence of solutions (and corresponding probability measures) are established. Examples that illustrate the abstract theory are also provided. © Dynamic Publishers, Inc.