On the McKean–Vlasov equation with infinite mass

TitleOn the McKean–Vlasov equation with infinite mass
Publication TypeJournal Article
Year of Publication2016
AuthorsTantsiura, MV
Abbreviated Key TitleDopov. Nac. akad. nauk Ukr.
Date Published8/2016

We consider infinite systems of stochastic differential equations that describe the motion of interacting particles in a random environment. Theorems on existence and uniqueness of the solution are proved. We also obtain a limit theorem for corresponding measure-valued processes in the case where the mass of each particle tends to zero, and the density of particles grows to infinity.

KeywordsMcKean–Vlasov equation, measure-valued processes
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