On weak existence of solutions of degenerate McKean-Vlasov equations

被引：0
|
作者：
Veretennikov, Alexander [1 ]
机构：
[1] Kharkevich Inst, Inst Informat Transmiss Problems, MS Pinsker lab, 19 build1, Bolshoy Karetny per, Moscow 127051, Russia
来源：
STOCHASTICS AND DYNAMICS | 2024年 / 24卷 / 05期
关键词：
McKean-Vlasov equations; degenerate nonlinear diffusion; weak solutions; KELLER-SEGEL MODEL; STOCHASTIC INTERPRETATION; SDES;
D O I：
10.1142/S0219493724500321
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A new weak existence result for degenerate multi-dimensional stochastic McKean-Vlasov equation is established under relaxed regularity conditions.
引用
收藏
页数：15
相关论文
共 50 条
  • [21] Approximate McKean-Vlasov representations for a class of SPDEs
    Crisan, Dan
    Xiong, Jie
    STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2010, 82 (01) : 53 - 68
  • [22] ROUGH MCKEAN-VLASOV DYNAMICS FOR ROBUST ENSEMBLE KALMAN FILTERING
    Coghi, Michele
    Nilssen, Torstein
    Nuesken, Nikolas
    Reich, Sebastian
    ANNALS OF APPLIED PROBABILITY, 2023, 33 (6B) : 5693 - 5752
  • [23] MCKEAN-VLASOV EQUATIONS INVOLVING HITTING TIMES: BLOW-UPS AND GLOBAL SOLVABILITY
    Bayraktar, Erhan
    Guo, Gaoyue
    Tang, Wenpin
    Zhang, Yuming Paul
    ANNALS OF APPLIED PROBABILITY, 2024, 34 (1B) : 1600 - 1622
  • [24] McKean-Vlasov type stochastic differential equations arising from the random vortex method
    Qian, Zhongmin
    Yao, Yuhan
    PARTIAL DIFFERENTIAL EQUATIONS AND APPLICATIONS, 2022, 3 (01):
  • [25] Nonlinear McKean-Vlasov Diffusions under the Weak Hormander Condition with Quantile-Dependent Coefficients
    Hu, Yaozhong
    Kouritzin, Michael A.
    Zheng, Jiayu
    POTENTIAL ANALYSIS, 2024, 60 (03) : 1093 - 1119
  • [26] Euler-Maruyama Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients
    Ding, Xiaojie
    Qiao, Huijie
    JOURNAL OF THEORETICAL PROBABILITY, 2021, 34 (03) : 1408 - 1425
  • [27] Well-posedness and propagation of chaos for McKean-Vlasov equations with jumps and locally Lipschitz coefficients
    Erny, Xavier
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2022, 150 : 192 - 214
  • [28] First-order convergence of Milstein schemes for McKean-Vlasov equations and interacting particle systems
    Bao, Jianhai
    Reisinger, Christoph
    Ren, Panpan
    Stockinger, Wolfgang
    PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2021, 477 (2245):
  • [29] Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
    Bao, Xiaofan
    Tang, Shanjian
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2023, 527 (01)
  • [30] One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients
    Jie, Lijuan
    Luo, Liangqing
    Zhang, Hua
    STATISTICS & PROBABILITY LETTERS, 2024, 205
12345