Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866913257073147904 |
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| author | Shi, Chungang |
| author_facet | Shi, Chungang |
| contents | In the paper, a class of second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps with non-Lipschitz conditions is considered. The existence and uniqueness of the mild solution is established by means of the Carath${\rm \acute{e}}$odory approximation technique. Furthermore, an averaging principle is obtained between the solution of the second-order McKean-Vlasov stochastic evolution equation and that of the simplified equation in mean square sense. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_04323 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle Shi, Chungang Probability In the paper, a class of second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps with non-Lipschitz conditions is considered. The existence and uniqueness of the mild solution is established by means of the Carath${\rm \acute{e}}$odory approximation technique. Furthermore, an averaging principle is obtained between the solution of the second-order McKean-Vlasov stochastic evolution equation and that of the simplified equation in mean square sense. |
| title | Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle |
| topic | Probability |
| url | https://arxiv.org/abs/2403.04323 |