A class of second-order McKean–Vlasov stochastic evolution equations driven by fractional Brownian motion and Poisson jumps
| Autor: | Mark A. McKibben, Micah Webster |
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| Rok vydání: | 2020 |
| Předmět: |
Class (set theory)
Fractional Brownian motion 010103 numerical & computational mathematics State (functional analysis) Poisson distribution 01 natural sciences Term (time) 010101 applied mathematics Computational Mathematics symbols.namesake Computational Theory and Mathematics Modeling and Simulation Jump symbols Order (group theory) Uniqueness Statistical physics 0101 mathematics Mathematics |
| Zdroj: | Computers & Mathematics with Applications. 79:391-406 |
| ISSN: | 0898-1221 |
| DOI: | 10.1016/j.camwa.2019.07.013 |
| Popis: | 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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