The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition

DOI10.1016/j.matpur.2023.10.007arXiv2306.09833OpenAlexW4388460288MaRDI QIDQ6139820

Zhenxin Liu, Xianjin Cheng

Publication date: 19 December 2023

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2306.09833

zbMATH Keywords

generalized Itô's formulaMcKean-Vlasov stochastic differential equationsLions derivativelocally diffeomorphic property

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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