On Pathwise Uniqueness of Solutions for Multidimensional McKean--Vlasov Equation

DOI10.1137/S0040585X97T990526zbMath1479.60117arXiv2006.16636MaRDI QIDQ5163528

Alexander Yu. Veretennikov

Publication date: 4 November 2021

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.16636

zbMATH Keywords

strong uniquenessMcKean-Vlasov's equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integral equations (60H20)

Cites Work

• Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable
• McKean-Vlasov SDEs under measure dependent Lyapunov conditions
• Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions
• Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
• On the uniqueness of solutions of stochastic differential equations
• A certain class of diffusion processes associated with nonlinear parabolic equations
• Stability of McKean–Vlasov stochastic differential equations and applications
• Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
• Weak solutions to Vlasov–McKean equations under Lyapunov-type conditions
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
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