Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
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Publication:2289779
DOI10.1016/j.spa.2019.01.006zbMath1471.60081arXiv1512.08096OpenAlexW2964344381MaRDI QIDQ2289779
Publication date: 24 January 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.08096
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear first-order PDEs (35F20) Stochastic functional-differential equations (34K50) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Vlasov equations (35Q83)
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