|Title||TROTTER-KATO APPROXIMATIONS OF McKEAN-VLASOV TYPE STOCHASTIC EVOLUTION EQUATIONS IN HILBERT SPACES|
|Publication Type||Journal Article|
|Year of Publication||2018|
|Journal||Dynamic Systems and Applications|
|AMS Subject Classification||60H15|
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.
|Full Text|| |