Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion

DOI10.1214/20-AIHP1136zbMath1487.60115arXiv2002.10157OpenAlexW3209430591MaRDI QIDQ2077366

Victor Marx

Publication date: 25 February 2022

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.10157

zbMATH Keywords

Fokker-Planck equationBrownian sheetinteracting particle systemMcKean-Vlasov equationWasserstein diffusionregularization propertiescoalescing particlesrestoration of uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Vlasov equations (35Q83)

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