Related papers: A General Conditional McKean-Vlasov Stochastic Dif…
In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. We discuss the well-posedness of the multi-species SDE system,…
In this paper, we present sufficient conditions and criteria to establish general large and moderate deviation principles for multivalued McKean-Vlasov stochastic differential equations (SDEs in short) by means of the weak convergence…
We study a class of McKean-Vlasov type stochastic differential equations (SDEs) which arise from the random vortex dynamics and other physics models. By introducing a new approach we resolve the existence and uniqueness of both the weak and…
This paper concerns the McKean-Vlasov stochastic differential equation (SDE) with common noise. An appropriate definition of a weak solution to such an equation is developed. The importance of the notion of compatibility in this definition…
We consider conditional McKean-Vlasov stochastic differential equations (SDEs), such as the ones arising in the large-system limit of mean field games and particle systems with mean field interactions when common noise is present. The…
McKean-Vlasov stochastic differential equations (MVSDEs) describe systems whose dynamics depend on both individual states and the population distribution, and they arise widely in neuroscience, finance, and epidemiology. In many…
In this paper, we investigate a class of McKean-Vlasov stochastic differential equations under L\'evy-type perturbations. We first establish the existence and uniqueness theorem for solutions of the McKean-Vlasov stochastic differential…
In this paper we study the sensitivity of nonlinear stochastic differential equations of McKean-Vlasov type generated by stable-like processes. By using the method of stochastic characteristics, we transfer these equations to the…
This paper investigates McKean-Vlasov backward stochastic variational inequalities (BSVIs) whose generator depends on the joint law of the solution. We first establish the existence and uniqueness of the solution under globally Lipschitz…
Under integrability conditions on distribution dependent coefficients, existence and uniqueness are proved for McKean-Vlasov type SDEs with non-degenerate noise. When the coefficients are Dini continuous in the space variable, gradient…
The purpose of this note is to provide an existence result for the solution of fully coupled Forward Backward Stochastic Differential Equations (FBSDEs) of the mean field type. These equations occur in the study of mean field games and the…
We show well-posedness for McKean--Vlasov equations with rough common noise and progressively measurable coefficients. Our results are valid under natural regularity assumptions on the coefficients, in agreement with the respective…
We study a McKean-Vlasov Forward-Backward Stochastic Differential Equation (FBSDE) in connection with the theory of Stochastic Differential Mean-Field games, particularly the weak (non-fully coupled) formulation described in Section 3.3.1…
We investigate the conditional McKean-Vlasov stochastic differential equations with jumps and Markovian regime-switching. We establish the strong wellposedness using L2-Wasser-stein distance on the Wasserstein space. Also, we establish the…
This work develops a particle system addressing the approximation of McKean-Vlasov stochastic differential equations (SDEs). The novelty of the approach lies in involving low discrepancy sequences nontrivially in the construction of a…
In this paper, by introducing a new type asymptotic coupling by reflection, we explore the long time behavior of random probability measure flows associated with a large class of one-dimensional McKean-Vlasov SDEs with common noise.…
This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the Stochastic McKean-Vlasov equation, which is the…
A McKean-Vlasov stochastic differential equation subject to killing associated to a regularised non-conservative and path-dependent nonlinear parabolic partial differential equation is studied. The existence and pathwise uniqueness of a…
In the first part of the paper we develop the sensitivity analysis for the nonlinear McKean-Vlasov diffusions stressing precise estimates of growth of solutions and their derivatives with respect to the initial data, under rather general…
We investigate properties of the (conditional) law of the solution to SDEs driven by fractional Brownian noise with a singular, possibly distributional, drift. Our results on the law are twofold: i) we quantify the spatial regularity of the…