Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space (Q2668963): Difference between revisions

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Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
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    Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space (English)
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    9 March 2022
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    McKean-Vlasov SDEs
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    weak uniqueness
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    parametrix expansion
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    density estimates
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    backward Kolmogorov partial differential equation
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    Wasserstein space
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