On the McKean–Vlasov equation with infinite mass
DOI:
https://doi.org/10.15407/dopovidi2016.08.019Keywords:
McKean–Vlasov equation, measure-valued processesAbstract
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.
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