数学物理学报(英文版) ›› 2014, Vol. 34 ›› Issue (6): 1731-1740.doi: 10.1016/S0252-9602(14)60118-1

• 论文 • 上一篇    下一篇

MULTIVALUED STOCHASTIC MCKEAN-VLASOV EQUATION

池红梅   

  1. School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
  • 收稿日期:2013-10-04 修回日期:2014-05-15 出版日期:2014-11-20 发布日期:2014-11-20
  • 基金资助:

    The research was supported by the National Natural Science Foundation of China (11271294).

MULTIVALUED STOCHASTIC MCKEAN-VLASOV EQUATION

 CHI Hong-Mei   

  1. School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
  • Received:2013-10-04 Revised:2014-05-15 Online:2014-11-20 Published:2014-11-20
  • Supported by:

    The research was supported by the National Natural Science Foundation of China (11271294).

摘要:

In this work, under global Lipschitz conditions, we prove the existence and uniqueness of strong solutions for multivalued stochastic McKean-Vlasov equation. More-over, under continuous and linear growth assumptions, we also obtain the existence of weak solutions.

关键词: multivalued SDE, McKean-Vlasov system, maximal monotone operator

Abstract:

In this work, under global Lipschitz conditions, we prove the existence and uniqueness of strong solutions for multivalued stochastic McKean-Vlasov equation. More-over, under continuous and linear growth assumptions, we also obtain the existence of weak solutions.

Key words: multivalued SDE, McKean-Vlasov system, maximal monotone operator

中图分类号: 

  • 60H99