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Main Authors: Chen, Yao, Ren, Jiagang, Zhang, Hua
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2605.21038
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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