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On the generalization of the McKean–Vlasov equation to the case where the total mass of particles is infinite
M. V. Tantsiura Institute of Mathematics, Ukrainian National Academy of Sciences, Kiev
Аннотация:
The McKean–Vlasov equation describing the motion of a system of particles with infinite total mass is considered. The theorem of existence and uniqueness of a solution is proved. The solution is constructed by passing to the limit from that for the systems of particles having a finite total mass.
Ключевые слова:
Motion with interaction, McKean–Vlasov equation, stochastic differential equations.
Образец цитирования:
M. V. Tantsiura, “On the generalization of the McKean–Vlasov equation to the case where the total mass of particles is infinite”, Theory Stoch. Process., 18(34):1 (2012), 119–129
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp23 https://www.mathnet.ru/rus/thsp/v18/i1/p119
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Страница аннотации: | 118 | PDF полного текста: | 57 | Список литературы: | 19 |
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