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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2605.21038 |
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| _version_ | 1866914582789881856 |
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| author | Chen, Yao Ren, Jiagang Zhang, Hua |
| author_facet | Chen, Yao Ren, Jiagang Zhang, Hua |
| contents | In this article, we establish integration by parts formulas for the solutions of McKean-Vlasov stochastic differential equations with jumps under elliptic coefficients. The derived formulas accommodate both derivatives with respect to real-valued variables and measure-valued variables, interpreted through the Lions' derivative. As applications, we obtain estimates for the derivatives of the density functions of the McKean-Vlasov SDEs, and relying on the integration by parts formulas, we subsequently prove the existence and uniqueness of classical solutions to the associated PDEs with irregular terminal conditions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_21038 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Integration by Parts Formulas of Mckean-Vlasov SDEs with Jumps and Some Applications Chen, Yao Ren, Jiagang Zhang, Hua Probability In this article, we establish integration by parts formulas for the solutions of McKean-Vlasov stochastic differential equations with jumps under elliptic coefficients. The derived formulas accommodate both derivatives with respect to real-valued variables and measure-valued variables, interpreted through the Lions' derivative. As applications, we obtain estimates for the derivatives of the density functions of the McKean-Vlasov SDEs, and relying on the integration by parts formulas, we subsequently prove the existence and uniqueness of classical solutions to the associated PDEs with irregular terminal conditions. |
| title | Integration by Parts Formulas of Mckean-Vlasov SDEs with Jumps and Some Applications |
| topic | Probability |
| url | https://arxiv.org/abs/2605.21038 |