McKean-Vlasov equations with rough common noise
Fuente:
arXiv
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866909693223370752 |
|---|---|
| author | Friz, Peter K. Hocquet, Antoine Lê, Khoa |
| author_facet | Friz, Peter K. Hocquet, Antoine Lê, Khoa |
| contents | We show well-posedness for McKean--Vlasov equations with rough common noise and progressively measurable coefficients. Our results are valid under natural regularity assumptions on the coefficients, in agreement with the respective requirements of Ito and rough path theory. To achieve these goals, we work in the framework of rough stochastic differential equations recently developed by the authors of this article. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2507_13149 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | McKean-Vlasov equations with rough common noise Friz, Peter K. Hocquet, Antoine Lê, Khoa Probability 60H10, 60L20 We show well-posedness for McKean--Vlasov equations with rough common noise and progressively measurable coefficients. Our results are valid under natural regularity assumptions on the coefficients, in agreement with the respective requirements of Ito and rough path theory. To achieve these goals, we work in the framework of rough stochastic differential equations recently developed by the authors of this article. |
| title | McKean-Vlasov equations with rough common noise |
| topic | Probability 60H10, 60L20 |
| url | https://arxiv.org/abs/2507.13149 |