On a class of Lévy-driven McKean-Vlasov SDEs with Hölder coefficients
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Cites work
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
- Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients
- Distribution dependent SDEs for Landau type equations
- Distribution dependent SDEs with singular coefficients
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- Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
- Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
- Exponential ergodicity of non-Lipschitz stochastic differential equations
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- McKean-Vlasov SDEs with drifts discontinuous under Wasserstein distance
- On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients
- On the uniqueness of solutions of stochastic differential equations
- One-dimensional stochastic differential equations with generalized and singular drift
- Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
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- Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise
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- Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients
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Cited in
(11)- Stochastic flows for Lévy processes with Hölder drifts
- Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs
- Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift
- A Fourier-based Picard-iteration approach for a class of McKean-Vlasov SDEs with Lévy jumps
- A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and L\`evy process and controlled by L\`evy measure
- Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion
- One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients
- Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients
- Averaging principle for McKean-Vlasov SDEs with Lévy noise and Hölder coefficients
- Positivity-preserving numerical scheme for the alpha-constant elasticity of variance process
- Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients
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