Document Type
Article
Publication Date
12-2007
Abstract
This investigation is devoted to the study of a class of abstract first-order backward McKean-Vlasov stochastic evolution equations in a Hilbert space. Results concerning the existence and uniqueness of solutions and the convergence of an approximating sequence of solutions (and corresponding probability measures) are established. Examples that illustrate the abstract theory are also provided.
Publication Title
Dynamic Systems and Applications
Volume
16
First Page
643
Last Page
664
Recommended Citation
Mahmudov, N. I., & McKibben, M. A. (2007). On a class of backward McKean-Vlasov stochastic equations in Hilbert space: Existence and convergence properties. Dynamic Systems and Applications, 16, 643-664. Retrieved from https://digitalcommons.wcupa.edu/math_facpub/7