Prefer a chat interface with context about you and your work?
Approximate McKean–Vlasov representations for a class of SPDEs
The solution of a class of linear stochastic partial differential equations is approximated using Clark's robust representation approach. The ensuing approximations are shown to coincide with the time marginals of solutions of a certain McKean–Vlasov type equation. We prove existence and uniqueness of the solution of the McKean–Vlasov equation.