Propagation of Chaos and the McKean-Vlasov Equation in Duals of Nuclear Spaces

Abstract

A system of interacting diffusion processes taking values in the dual of nuclear spaces is considered. We prove that under suitable conditions the system has a unique solution and its empirical distributions will converge as n approaches infinity to the solution of the corresponding McKean-Vlasov equation. An application to a neurophysiological model is also given. (cp)

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1990
Accession Number
ADA225595

Entities

People

  • G. Kallianpur
  • P. Sundar
  • T. S. Chiang

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Banach Space
  • Brownian Motion
  • Coefficients
  • Convergence
  • Covariance
  • Differential Equations
  • Equations
  • Hilbert Space
  • Integrals
  • North Carolina
  • Probability
  • Random Variables
  • Statistics
  • Stochastic Processes
  • Topology
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Wave Propagation and Nonlinear Chaotic Dynamics.

Technology Areas

  • Space