McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance
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Publication:1995563
Abstract: Existence and uniqueness are proved for Mckean-Vlasov type distribution dependent SDEs with singular drifts satisfying an integrability condition in space variable and the Lipschitz condition in distribution variable with respect to or for some , where is the total variation distance and is the -Wasserstein distance. This improves some existing results where the drift is either locally bounded in the space variable or continuous in the distribution variable with respect to the Wasserstein distance.
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Cited in
(35)- McKean-Vlasov SDE and SPDE with locally monotone coefficients
- One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients
- Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with singular coefficients
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