A class of second-order McKean–Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps
This paper focuses on a class of second-order McKean–Vlasov stochastic evolution equations driven by a fractional Brownian motion and Poisson jumps. Specifically, we allow nonlinearities and the jump term to depend not only of the state of the solution, but also on the corresponding probability law...
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| Veröffentlicht in: | Computers & mathematics with applications (1987) 2020-01, Vol.79 (2), p.391-406 |
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| container_title | Computers & mathematics with applications (1987) |
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| creator | McKibben, Mark A. Webster, Micah |
| description | This paper focuses on a class of second-order McKean–Vlasov stochastic evolution equations driven by a fractional Brownian motion and Poisson jumps. Specifically, we allow nonlinearities and the jump term to depend not only of the state of the solution, but also on the corresponding probability law of the state. The global existence and uniqueness of mild solutions is established under various growth conditions, and a related stability result is discussed. An example is presented to illustrate the applicability of the theory. |
| doi_str_mv | 10.1016/j.camwa.2019.07.013 |
| format | Article |
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| identifier | ISSN: 0898-1221 |
| ispartof | Computers & mathematics with applications (1987), 2020-01, Vol.79 (2), p.391-406 |
| issn | 0898-1221 1873-7668 |
| language | eng |
| recordid | cdi_proquest_journals_2355277980 |
| source | Elsevier ScienceDirect Journals Complete; EZB-FREE-00999 freely available EZB journals |
| subjects | Brownian motion Cosine family Evolution Fractional Brownian motion Mathematical analysis McKean–Vlasov Poisson jumps Second-order equation Stochastic evolution equation |
| title | A class of second-order McKean–Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps |
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