Articles

MULTIVALUED STOCHASTIC MCKEAN-VLASOV EQUATION

  • CHI Hong-Mei
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  • School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China

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).

Abstract

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.

Cite this article

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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