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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2025
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| Sujets: | |
| Accès en ligne: | https://arxiv.org/abs/2508.15301 |
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| _version_ | 1866916911071100928 |
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| author | Ma, Ying Qiao, Huijie |
| author_facet | Ma, Ying Qiao, Huijie |
| contents | This work concerns a type of path-dependent multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the well-posedness for path-dependent multivalued stochastic differential equations under the Lipschitz conditions. Then by constructing Lipschitz approximation sequences, we generalize the result to the case of the non-Lipschitz conditions. Finally, based on the obtained results, the well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations under the non-Lipschitz conditions is established by iterating in distributions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2508_15301 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations Ma, Ying Qiao, Huijie Probability This work concerns a type of path-dependent multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the well-posedness for path-dependent multivalued stochastic differential equations under the Lipschitz conditions. Then by constructing Lipschitz approximation sequences, we generalize the result to the case of the non-Lipschitz conditions. Finally, based on the obtained results, the well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations under the non-Lipschitz conditions is established by iterating in distributions. |
| title | Well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations |
| topic | Probability |
| url | https://arxiv.org/abs/2508.15301 |