McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance (Q1995563)
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| English | McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance |
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McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance (English)
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24 February 2021
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Weak and strong existence and uniqueness is proved for a class of McKean-Vlasov stochastic differential equations. It is notable that any initial value and initial distribution is allowed and that the drift need not be continuous in the Wasserstein distance.
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distribution dependent SDEs
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total variation distance
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Wasserstein distance
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Krylov's estimate
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Zvonkin's transform
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0.8481802940368652
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0.8453292846679688
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0.8315666317939758
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0.8142584562301636
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