Acta mathematica scientia, Series B >
MULTIVALUED STOCHASTIC MCKEAN-VLASOV EQUATION
Received date: 2013-10-04
Revised date: 2014-05-15
Online published: 2014-11-20
Supported by
The research was supported by the National Natural Science Foundation of China (11271294).
In this work, under global Lipschitz conditions, we prove the existence and uniqueness of strong solutions for multivalued stochastic McKean-Vlasov equation. More-over, under continuous and linear growth assumptions, we also obtain the existence of weak solutions.
Key words: multivalued SDE; McKean-Vlasov system; maximal monotone operator
CHI Hong-Mei . MULTIVALUED STOCHASTIC MCKEAN-VLASOV EQUATION[J]. Acta mathematica scientia, Series B, 2014 , 34(6) : 1731 -1740 . DOI: 10.1016/S0252-9602(14)60118-1
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