Article ID Journal Published Year Pages File Type
4623202 Journal of Mathematical Analysis and Applications 2007 16 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis