Existence and Uniqueness for McKean-Vlasov equations with singular interactions
Probability
2023-11-14 v4
Abstract
We investigate the well-posedness of following McKean-Vlasov equation in : where is the law of . The existence of solutions is demonstrated when satisfies certain non-degeneracy and continuity assumptions, and when meets some integrability conditions, and continuity requirements in the (generalized) total variation distance. Furthermore, uniqueness is established under additional continuity assumptions of a Lipschitz type.
Cite
@article{arxiv.2003.04829,
title = {Existence and Uniqueness for McKean-Vlasov equations with singular interactions},
author = {Guohuan Zhao},
journal= {arXiv preprint arXiv:2003.04829},
year = {2023}
}
Comments
29 pages. All comments are welcome