PROPAGATION OF CHAOS AND THE MCKEAN VLASOV EQUATION IN DUALS OF NUCLEAR SPACES

被引：14

作者：

CHIANG, TS

KALLIANPUR, G

SUNDAR, P

机构：

[1] UNIV N CAROLINA,CTR STOCHAST PROC,DEPT STAT,CHAPEL HILL,NC 27599

[2] LOUISIANA STATE UNIV,DEPT MATH,BATON ROUGE,LA 70803

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 1991年 / 24卷 / 01期

关键词：

D O I：

10.1007/BF01447735

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

An interacting system of n stochastic differential equations taking values in the dual of a countable Hilbertian nuclear space is considered. The limit (in probability) of the sequence of empirical measures determined by the above systems as n tends to infinity is identified with the law of the unique solution of the McKean-Vlasov equation. An application of our result to interacting neurons is briefly discussed. The propagation of chaos result obtained in this paper is shown to contain and improve the well-known finite-dimensional results.

引用

页码：55 / 83

页数：29