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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| Soggetti: | |
| Accesso online: | https://arxiv.org/abs/2508.01895 |
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| _version_ | 1866916904098070528 |
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| author | Hao, Zimo |
| author_facet | Hao, Zimo |
| contents | In this paper, we consider $α\in (0,2)$ and establish the strong well-posedness of McKean--Vlasov SDEs driven by an $α$-stable process with a Hölder (Besov) kernel $K \in \mathbf{C}^β$, where $β> 1-α$. This condition coincides with the well-known threshold for the weak well-posedness. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2508_01895 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Strong and weak well-posedness of McKean-Vlasov SDEs driven by $α$-stable processes under unified condition Hao, Zimo Probability In this paper, we consider $α\in (0,2)$ and establish the strong well-posedness of McKean--Vlasov SDEs driven by an $α$-stable process with a Hölder (Besov) kernel $K \in \mathbf{C}^β$, where $β> 1-α$. This condition coincides with the well-known threshold for the weak well-posedness. |
| title | Strong and weak well-posedness of McKean-Vlasov SDEs driven by $α$-stable processes under unified condition |
| topic | Probability |
| url | https://arxiv.org/abs/2508.01895 |