One-dimensional McKean-Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients

DOI10.1016/j.spa.2024.104315arXiv2307.09678OpenAlexW4391667330MaRDI QIDQ6204187

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Publication date: 27 March 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2307.09678

zbMATH Keywords

variational inequalitieswell-posednessone-dimensionallocally Lipschitzlocally Hölder continuousMcKean-Vlasov SDEs

Mathematics Subject Classification ID

Variational inequalities (49J40) General theory of stochastic processes (60G07) Generalized stochastic processes (60G20)

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