Path Dependent McKean-Vlasov SDEs with H\"{o}lder Continuous Diffusion
Probability
2022-09-20 v2
Abstract
In this paper, the well-posedness for one-dimensional path dependent McKean-Vlasov SDEs with ()-H\"{o}lder continuous diffusion is investigated. Moreover, the associated quantitative propagation of chaos in the sense of Wasserstein distance, total variation distance as well as relative entropy is studied.
Cite
@article{arxiv.2207.04274,
title = {Path Dependent McKean-Vlasov SDEs with H\"{o}lder Continuous Diffusion},
author = {Xing Huang and Xucheng Wang},
journal= {arXiv preprint arXiv:2207.04274},
year = {2022}
}
Comments
18 pages