Well-posedness of some non-linear stable driven SDEs

DOI10.3934/DCDS.2020302zbMath1477.60086arXiv1910.05945OpenAlexW2979941242MaRDI QIDQ2229370

Valentin Konakov, Stéphane Menozzi, Noufel Frikha

Publication date: 23 February 2021

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.05945

zbMATH Keywords

weak uniquenessstrong uniquenessMcKean-Vlasov stable SDEsnon-linear martingale problemperturbative techniques of parametrix type

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales and classical analysis (60G46) Integro-partial differential equations (35R09)

Related Items (4)

Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space ⋮ Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift

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