Smoothing properties of McKean-Vlasov SDEs

DOI10.1007/s00440-017-0774-0zbMath1393.60074arXiv1702.01397WikidataQ59614723 ScholiaQ59614723MaRDI QIDQ1647925

Dan Crisan, Eamon McMurray

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

zbMATH Keywords

Malliavin calculus; Wiener space; McKean-Vlasov stochastic differential equation; Kusuoka-Stroock functions; derivative with respect to measure; uniformly elliptic coefficients

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35K55: Nonlinear parabolic equations

35K65: Degenerate parabolic equations

60H30: Applications of stochastic analysis (to PDEs, etc.)

34F05: Ordinary differential equations and systems with randomness

60H07: Stochastic calculus of variations and the Malliavin calculus

Related Items

Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction, Smoothing properties of McKean-Vlasov SDEs, Differentiability of SDEs with drifts of super-linear growth

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