TROTTER-KATO APPROXIMATIONS OF McKEAN-VLASOV TYPE STOCHASTIC EVOLUTION EQUATIONS IN HILBERT SPACES

TitleTROTTER-KATO APPROXIMATIONS OF McKEAN-VLASOV TYPE STOCHASTIC EVOLUTION EQUATIONS IN HILBERT SPACES
Publication TypeJournal Article
Year of Publication2018
AuthorsGOVINDAN T.E.
JournalDynamic Systems and Applications
Volume27
Issue3
Start Page565
Pagination16
Date Published2018
ISSN1056-2176
AMS Subject Classification60H15
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.
PDFhttps://acadsol.eu/dsa/articles/27/3/7.pdf
DOI10.12732/dsa.v27i3.7
Refereed DesignationRefereed
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