Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients
DOI10.1007/s11118-023-10080-xarXiv2101.04080OpenAlexW3119101024MaRDI QIDQ6152019
Yaozhong Hu, Michael A. Kouritzin, Jiayu Zheng
Publication date: 11 March 2024
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.04080
Langevin equationFeynman-Kac formulaweak Hörmander conditionMcKean-Vlasov equationtwo-sided Gaussian estimatesquantile-dependent PDE
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07)
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