Well-posedness of McKean-Vlasov SDEs with density-dependent drift

Fuente: arXiv
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Autores principales: Le, Anh-Dung, Villeneuve, Stéphane
Formato: Preprint
Publicado: 2024
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author Le, Anh-Dung
Villeneuve, Stéphane
author_facet Le, Anh-Dung
Villeneuve, Stéphane
contents In this paper, we study well-posedness of McKean-Vlasov stochastic differential equations (SDE) whose drift depends pointwisely on marginal density and satisfies a local integrability condition in time-space variables. The drift and noise coefficients are assumed to be Lipschitz continuous in distribution variable with respect to Wasserstein metric $W_p$. Our approach is by approximation with mollifiers. We prove strong existence of a solution. Weak and strong uniqueness are obtained when $p=1$, the drift coefficient is bounded, and the diffusion coefficient is distribution free.
format Preprint
id arxiv_https___arxiv_org_abs_2404_19499
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Well-posedness of McKean-Vlasov SDEs with density-dependent drift
Le, Anh-Dung
Villeneuve, Stéphane
Probability
In this paper, we study well-posedness of McKean-Vlasov stochastic differential equations (SDE) whose drift depends pointwisely on marginal density and satisfies a local integrability condition in time-space variables. The drift and noise coefficients are assumed to be Lipschitz continuous in distribution variable with respect to Wasserstein metric $W_p$. Our approach is by approximation with mollifiers. We prove strong existence of a solution. Weak and strong uniqueness are obtained when $p=1$, the drift coefficient is bounded, and the diffusion coefficient is distribution free.
title Well-posedness of McKean-Vlasov SDEs with density-dependent drift
topic Probability
url https://arxiv.org/abs/2404.19499