English

Well-posedness of kinetic McKean-Vlasov equations

Probability 2025-04-01 v4

Abstract

We consider the McKean-Vlasov equation dXt=b(t,Xt,[Xt])dt+σ(t,Xt,[Xt])dWtdX_t = b(t, X_t, [X_t])dt + \sigma(t, X_t, [X_t])dW_t where [Xt][X_t] is the law of XtX_t. We specifically consider the kinetic case, where the equation is degenerate because the dimension of the Brownian motion WW is strictly smaller than that of the solution XX, as commonly required in classical models of collisional kinetic theory. Assuming H\"older continuous coefficients and a weak H\"ormander condition, we prove the well-posedness of the equation. This result advances the existing literature by filling a crucial gap: it addresses the previously unexplored case where the diffusion coefficient σ\sigma depends on the law [Xt][X_t]. Notably, our proof employs a simplified and direct argument eliminating the need for PDEs involving derivatives with respect to the measure argument. A critical ingredient is the sub-Riemannian metric structure induced by the corresponding Fokker-Planck operator.

Keywords

Cite

@article{arxiv.2501.10987,
  title  = {Well-posedness of kinetic McKean-Vlasov equations},
  author = {Andrea Pascucci and Alessio Rondelli},
  journal= {arXiv preprint arXiv:2501.10987},
  year   = {2025}
}