"On a class of backward McKean-Vlasov stochastic equations in Hilbert space: Existence and convergence properties" by Nazim I. Mahmudov

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

Dynamic Systems and Applications

Nazim I. Mahmudov, Eastern Mediterranean University - Turkey
Mark A. McKibben, West Chester University of Pennsylvania

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Document Type

Article

Publication Date

12-1-2007

Disciplines

Partial Differential Equations

Abstract

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.

Citation Information

Nazim I. Mahmudov and Mark A. McKibben. "On a class of backward McKean-Vlasov stochastic equations in Hilbert space: Existence and convergence properties" Dynamic Systems and Applications Vol. 16 (2007) p. 643 - 664
Available at: http://works.bepress.com/mark_mckibben/9/