Stochastic Analysis and Applications · 2015 · 24 citations · 3 references
Natural SciencesMathematicsDifferential EquationsProbability TheoryStochastic ProcessesStochastic CalculusStochastic Differential EquationsStochastic StabilityWeak ConvergenceExponential StabilityMild SolutionsStrong SolutionsWeak Convergence Of Stochastic ProcessesWeak Solutions
This article is concerned with a semilinear McKean–Vlasov type stochastic evolution equation in a real Hilbert space. The main goal of the article is to study the existence and uniqueness of mild solutions, Yosida approximations of mild solutions of such equations, and to deduce the weak convergence of the corresponding induced probability measures. As an application, we also study the exponential stability of mild solutions of such equations.
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