Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces. Technical report
Technical Report
·
OSTI ID:6274824
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.
- Research Organization:
- North Carolina Univ., Chapel Hill, NC (USA). Center for Stochastic Precesses
- OSTI ID:
- 6274824
- Report Number(s):
- AD-A-225595/8/XAB; TR--298; CNN: F49620-85-C-0144
- Country of Publication:
- United States
- Language:
- English
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