Mckean-vlasov stochastic differential equations in hilbert spaces under caratheodory conditions

Mahmudov N., McKibben M.

Dynamic Systems and Applications, vol.15, no.3-4, pp.357-374, 2006 (SCI-Expanded) identifier

  • Nəşrin Növü: Article / Article
  • Cild: 15 Say: 3-4
  • Nəşr tarixi: 2006
  • jurnalın adı: Dynamic Systems and Applications
  • Jurnalın baxıldığı indekslər: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Səhifə sayı: pp.357-374
  • Açıq Arxiv Kolleksiyası: Məqalə
  • Adres: Yox

Qısa məlumat

We establish results concerning the global existence, uniqueness, and controllability of mild solutions for a class of first-order abstract McKean-Vlasov stochastic evolution equations with variable delay in a real separable Hilbert space. We allow the nonlinearities at a given time t to depend on the probability distribution at time t corresponding to the solution at time t. The results are obtained by imposing a so-called Caratheodory condition on the nonlinearities, which is weaker than the classical Lipschitz condition. Examples illustrating the applicability of the general theory are also provided. © Dynamic Publishers, Inc.