McKean-Vlasov stochastic equations with Hölder coefficients
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866915042510766080 |
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| author | Pascucci, Andrea Rondelli, Alessio |
| author_facet | Pascucci, Andrea Rondelli, Alessio |
| contents | This work revisits the well-posedness of non-degenerate McKean-Vlasov stochastic differential equations with Hölder continuous coefficients, recently established by Chaudru de Raynal. We provide a streamlined and direct proof that leverages standard Gaussian estimates for uniformly parabolic PDEs, bypassing the need for derivatives with respect to the measure argument and extending applicability to hypoelliptic PDEs under weaker assumptions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_00834 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | McKean-Vlasov stochastic equations with Hölder coefficients Pascucci, Andrea Rondelli, Alessio Probability 60H10 This work revisits the well-posedness of non-degenerate McKean-Vlasov stochastic differential equations with Hölder continuous coefficients, recently established by Chaudru de Raynal. We provide a streamlined and direct proof that leverages standard Gaussian estimates for uniformly parabolic PDEs, bypassing the need for derivatives with respect to the measure argument and extending applicability to hypoelliptic PDEs under weaker assumptions. |
| title | McKean-Vlasov stochastic equations with Hölder coefficients |
| topic | Probability 60H10 |
| url | https://arxiv.org/abs/2412.00834 |