On the wellposedness of some McKean models with moderated or singular diffusion coefficient

DOI10.1007/978-3-030-22285-7_2MaRDI QIDQ5038290zbMATH OpenOpenAlexFDO

Authors Mireille Bossy, Jean-François Jabir

Publication date 30 September 2022

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.01742

zbMATH Keywords

McKean-Vlasov modelssingular McKean diffusionsweak-strong wellposedness problems

Mathematics Subject Classification ID

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

Abstract: We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate interaction, previously studied by Meleard and Jourdain in [16], under slightly weaker assumptions, by showing the existence and uniqueness of a weak solution using a Sobolev regularity framework instead of a Holder one. Second, we study the construction of a Lagrangian Stochastic model endowed with a conditional McKean diffusion term in the velocity dynamics and a nondegenerate diffusion term in the position dynamics.

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• Weak existence and uniqueness for McKean-Vlasov SDEs with common noise
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