Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality
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Publication:2680398
DOI10.1016/j.spa.2022.11.010OpenAlexW4309279656MaRDI QIDQ2680398
Publication date: 2 January 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.08846
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Convergence of probability measures (60B10)
Related Items (4)
Exponential ergodicity for singular reflecting McKean-Vlasov SDEs ⋮ Killed distribution dependent SDE for nonlinear Dirichlet problem ⋮ One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients ⋮ One-dimensional McKean-Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients
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