Multidimensional Stable Driven McKean-Vlasov SDEs with Distributional Interaction Kernel: Critical Thresholds and Related Models
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Publication:6427019
arXiv2302.09900MaRDI QIDQ6427019FDOQ6427019
Authors: P. E. Chaudru de Raynal, Jean-François Jabir, Stéphane Menozzi
Publication date: 20 February 2023
Abstract: In this work we continue to investigate well-posedness for stable driven McKean-Vlasov SDEs with distributional interaction kernel following the approach introduced in [8]. We specifically focus on the impact of the Besov smoothness of the initial condition and quantify how it affects the corresponding density estimates for the SDE. In particular, we manage to attain some critical thresholds allowing to revisit/address in a stable noise setting some concrete physical and biological models.
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