Existence of Solutions for Multivalued Mckean-Vlasov SDEs with Non-Lipschitz Coefficients Driven by Jump Processes

Fuente: arXiv
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Main Authors: Cheng, Lingyan, Gu, Caihong, Liu, Wei, Zhu, Fengwu
Format: Preprint
Published: 2025
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author Cheng, Lingyan
Gu, Caihong
Liu, Wei
Zhu, Fengwu
author_facet Cheng, Lingyan
Gu, Caihong
Liu, Wei
Zhu, Fengwu
contents In this paper, we first establish the existence and uniqueness of strong solutions for multivalued McKean-Vlasov stochastic differential equations (MMVSDEs) driven by Lévy noise with non-Lipschitz coefficients. It is important to note that these findings are based upon the well-posedness of strong solutions for MMVSDEs under Lipschitz conditions, which will be stated briefly. Secondly, we study the existence of weak solutions under linear growth condition. Finally, we prove the existence of martingale solutions.
format Preprint
id arxiv_https___arxiv_org_abs_2507_14546
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Existence of Solutions for Multivalued Mckean-Vlasov SDEs with Non-Lipschitz Coefficients Driven by Jump Processes
Cheng, Lingyan
Gu, Caihong
Liu, Wei
Zhu, Fengwu
Probability
Analysis of PDEs
In this paper, we first establish the existence and uniqueness of strong solutions for multivalued McKean-Vlasov stochastic differential equations (MMVSDEs) driven by Lévy noise with non-Lipschitz coefficients. It is important to note that these findings are based upon the well-posedness of strong solutions for MMVSDEs under Lipschitz conditions, which will be stated briefly. Secondly, we study the existence of weak solutions under linear growth condition. Finally, we prove the existence of martingale solutions.
title Existence of Solutions for Multivalued Mckean-Vlasov SDEs with Non-Lipschitz Coefficients Driven by Jump Processes
topic Probability
Analysis of PDEs
url https://arxiv.org/abs/2507.14546