Smoothing properties of McKean-Vlasov SDEs
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Publication:1647925
DOI10.1007/s00440-017-0774-0zbMath1393.60074arXiv1702.01397OpenAlexW2586952071WikidataQ59614723 ScholiaQ59614723MaRDI QIDQ1647925
Publication date: 27 June 2018
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.01397
Malliavin calculusWiener spaceMcKean-Vlasov stochastic differential equationKusuoka-Stroock functionsderivative with respect to measureuniformly elliptic coefficients
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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