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