Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4623202 | Journal of Mathematical Analysis and Applications | 2007 | 16 Pages |
Abstract
A class of Itô type measure-valued stochastic differential equations is studied on a locally compact Polish space. The SDEs are driven by countably many Brownian motions with interactions caused by the diffusion and the drift coefficients through countably many continuous functions. Explicit conditions are presented for the existence, uniqueness and ergodicity of the solution.
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