English

Well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations

Probability 2025-08-22 v1

Abstract

This work concerns a type of path-dependent multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the well-posedness for path-dependent multivalued stochastic differential equations under the Lipschitz conditions. Then by constructing Lipschitz approximation sequences, we generalize the result to the case of the non-Lipschitz conditions. Finally, based on the obtained results, the well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations under the non-Lipschitz conditions is established by iterating in distributions.

Keywords

Cite

@article{arxiv.2508.15301,
  title  = {Well-posedness for path-dependent multivalued McKean-Vlasov stochastic differential equations},
  author = {Ying Ma and Huijie Qiao},
  journal= {arXiv preprint arXiv:2508.15301},
  year   = {2025}
}

Comments

25 pages