Title | TROTTER-KATO APPROXIMATIONS OF McKEAN-VLASOV TYPE STOCHASTIC EVOLUTION EQUATIONS IN HILBERT SPACES |
Publication Type | Journal Article |
Year of Publication | 2018 |
Authors | GOVINDAN T.E. |
Journal | Dynamic Systems and Applications |
Volume | 27 |
Issue | 3 |
Start Page | 565 |
Pagination | 16 |
Date Published | 2018 |
ISSN | 1056-2176 |
AMS Subject Classification | 60H15 |
Abstract | This paper is concerned with a semilinear McKean-Vlasov type Itˆo stochastic evolution equation in a Hilbert space. The goal here is to consider the existence and uniqueness of mild solutions, Trotter-Kato approximations of mild solutions of such equations and also to deduce the weak convergence of the corresponding induced probability measures. As an application, a classical limit theorem on the dependence of such equations on a parameter is obtained. An example on a stochastic heat equation is included at the end. |
https://acadsol.eu/dsa/articles/27/3/7.pdf | |
DOI | 10.12732/dsa.v27i3.7 |
Refereed Designation | Refereed |
Full Text | REFERENCES |